Author:
Gu Jia-Wen,Ching Wai-Ki,Siu Tak-Kuen,Zheng Harry
Subject
General Economics, Econometrics and Finance,Finance
Reference18 articles.
1. The Pricing of Options and Corporate Liabilities
2. Thekth default time distribution and basket default swap pricing
3. Davis, M. and Lo, V., Modeling default correlation in bond portfolios. InMastering Risk, vol. 2: Applications, edited by C. Alexander, pp. 141–151, 2001 (Prentice Hall: Engelwood Cliffs, NJ).
4. Risk and Valuation of Collateralized Debt Obligations
Cited by
10 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献