Works in Quantitative Finance, 2011, Vol 11, Issue 12
Results: 15
Editorial Board.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. ebi, doi. 10.1080/14697688.2011.634669
- Publication type:
- Article
Calendar.
- Published in:
- 2011
- Publication type:
- Calendar
Lectures on Financial Mathematics: Discrete Asset Pricing, by G. Anderson and A. Kercheval.
- Published in:
- 2011
- By:
- Publication type:
- Book Review
Flexing the default barrier.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1729, doi. 10.1080/14697688.2010.481633
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- Publication type:
- Article
Calibrating structural models: a new methodology based on stock and credit default swap data.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1745, doi. 10.1080/14697688.2010.550308
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- Publication type:
- Article
Incorporating multi-dimensional tail dependencies in the valuation of credit derivatives.
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- Quantitative Finance, 2011, v. 11, n. 12, p. 1803, doi. 10.1080/14697688.2010.544324
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- Publication type:
- Article
Default risk in interest rate derivatives with stochastic volatility.
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- Quantitative Finance, 2011, v. 11, n. 12, p. 1837, doi. 10.1080/14697688.2010.543426
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- Publication type:
- Article
Predicting credit default swap prices with financial and pure data-driven approaches.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1709, doi. 10.1080/14697688.2010.531041
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- Publication type:
- Article
The k th default time distribution and basket default swap pricing.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1793, doi. 10.1080/14697688.2010.494611
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- Publication type:
- Article
Pricing collateralized debt obligations with Markov-modulated Poisson processes.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1761, doi. 10.1080/14697688.2010.548398
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- Publication type:
- Article
An extension of CreditGrades model approach with Lévy processes.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1825, doi. 10.1080/14697681003777089
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- Publication type:
- Article
The robustness of simulation-based Markovian transition probabilities for ultra-small samples of non-performing credit.
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- Quantitative Finance, 2011, v. 11, n. 12, p. 1847, doi. 10.1080/14697680903580080
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- Publication type:
- Article
Empirical analysis and calibration of the CEV process for pricing equity default swaps.
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- Quantitative Finance, 2011, v. 11, n. 12, p. 1815, doi. 10.1080/14697680903547915
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- Publication type:
- Article
On the conditional default probability in a regulated market: a structural approach.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1695, doi. 10.1080/14697680903473278
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- Publication type:
- Article
Hedging default risks of CDOs in Markovian contagion models.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1773, doi. 10.1080/14697680903390126
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- Publication type:
- Article