A Framework for Pricing and Risk Management of Loans with Embedded Options-Reference-Cited by-同舟云学术

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A Framework for Pricing and Risk Management of Loans with Embedded Options

Published:2018 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Engelmann Bernd

Publisher

Elsevier BV

Reference34 articles.

1. On the Coherence of Expected Shortfall;C Acerbi;Journal of Banking and Finance,2002

2. The Future of Risk-Adjusted Credit Pricing in Financial Institutions;S D Aguais;RMA Journal,2000

3. Creating Value from both Loan Structure and Price;S D Aguais;Commercial Lending Review,1998

4. Building a Credit Risk Valuation Framework for Loan Instruments;S D Aguais;Algo Research Quarterly,2000

5. Incorporating new Fixed Income Approaches into Commerical Loan Valuation;S D Aguais;Journal of Lending & Credit Risk Management,1998

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