Editorial Board.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. ebi, doi. 10.1080/14697688.2011.634669
- Publication type:
- Article
Works in Quantitative Finance, 2011, Vol 11, Issue 12
Results: 15
1
2
Calendar.
- Published in:
- 2011
- Publication type:
- Calendar
3
Lectures on Financial Mathematics: Discrete Asset Pricing, by G. Anderson and A. Kercheval.
- Published in:
- 2011
- By:
- Publication type:
- Book Review
4
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
- By:
- Publication type:
- Article
5
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
- By:
- Publication type:
- Article
6
Incorporating multi-dimensional tail dependencies in the valuation of credit derivatives.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1803, doi. 10.1080/14697688.2010.544324
- By:
- Publication type:
- Article
7
Default risk in interest rate derivatives with stochastic volatility.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1837, doi. 10.1080/14697688.2010.543426
- By:
- Publication type:
- Article
8
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
- By:
- Publication type:
- Article
9
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
- By:
- Publication type:
- Article
10
Flexing the default barrier.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1729, doi. 10.1080/14697688.2010.481633
- By:
- Publication type:
- Article
11
The robustness of simulation-based Markovian transition probabilities for ultra-small samples of non-performing credit.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1847, doi. 10.1080/14697680903580080
- By:
- Publication type:
- Article
12
Empirical analysis and calibration of the CEV process for pricing equity default swaps.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1815, doi. 10.1080/14697680903547915
- By:
- Publication type:
- Article
13
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
- By:
- Publication type:
- Article
14
Hedging default risks of CDOs in Markovian contagion models.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1773, doi. 10.1080/14697680903390126
- By:
- Publication type:
- Article
15
An extension of CreditGrades model approach with Lévy processes.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1825, doi. 10.1080/14697681003777089
- By:
- Publication type:
- Article