A Risk-Neutral Approach for the Evaluation of Commercial Loans-Reference-Cited by-同舟云学术

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A Risk-Neutral Approach for the Evaluation of Commercial Loans

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Tilloca Danilo

Publisher

Elsevier BV

Reference19 articles.

1. Measuring corporate bond mortality and performance;E I Altman;Journal of Finance,1989

2. Understanding Credit Derivatives;C Ames;Structured Credit Research. BNP Paribas,2004

3. The term structure of risk premia -New evidence from the financial crisis;T Berg;ECB Working Paper Series,2010

Cited by 4 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

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2. On the Comprehensive Balance Sheet Stress Testing and Net Interest Income P/L Attribution;SSRN Electronic Journal;2020

3. A Method for Pricing CVA for Unlisted Companies;SSRN Electronic Journal;2018

4. Loan Fair Value Approaches Revisited;SSRN Electronic Journal;2017

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