An Exact Formula for Pricing Defaultable Bonds.
- Published in:
- IUP Journal of Financial Risk Management, 2013, v. 10, n. 1, p. 50
- By:
- Publication type:
- Article
Works matching IS 0972916X AND DT 2013 AND VI 10 AND IP 1
Results: 4
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2
Evaluation of GARCH, RNN and FNN Models for Forecasting Volatility in the Financial Markets.
- Published in:
- IUP Journal of Financial Risk Management, 2013, v. 10, n. 1, p. 41
- By:
- Publication type:
- Article
3
Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index.
- Published in:
- IUP Journal of Financial Risk Management, 2013, v. 10, n. 1, p. 26
- By:
- Publication type:
- Article
4
Determining the Marginal Contributions of the Economic Capital of Credit Risk Portfolio: An Analytical Approach.
- Published in:
- IUP Journal of Financial Risk Management, 2013, v. 10, n. 1, p. 7
- By:
- Publication type:
- Article