Modeling of Contagious Credit Events and Risk Analysis of Credit Portfolios.
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- Asia-Pacific Financial Markets, 2012, v. 19, n. 1, p. 43, doi. 10.1007/s10690-011-9141-9
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- Article
Works matching IS 13872834 AND DT 2012 AND VI 19 AND IP 1
Results: 4
1
2
Convertible Bonds and Stock Liquidity.
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- Asia-Pacific Financial Markets, 2012, v. 19, n. 1, p. 1, doi. 10.1007/s10690-011-9139-3
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- Publication type:
- Article
3
The Minimal Entropy Martingale Measure (MEMM) for a Markov-Modulated Exponential Lévy Model.
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- Asia-Pacific Financial Markets, 2012, v. 19, n. 1, p. 63, doi. 10.1007/s10690-011-9142-8
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- Publication type:
- Article
4
Is Concentration a Good Idea? Evidence from Active Fund Management.
- Published in:
- Asia-Pacific Financial Markets, 2012, v. 19, n. 1, p. 23, doi. 10.1007/s10690-011-9140-x
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- Article