Zobrazeno 1 - 10
of 60 825
pro vyhledávání: '"RISK OF DEFAULT"'
Autor:
Hvidberg, Kristoffer Balle1 (AUTHOR) kristoffer.balle.hvidberg@econ.ku.dk
Publikováno v:
Review of Financial Studies. Nov2023, Vol. 36 Issue 11, p4677-4711. 35p.
Autor:
YADAV, Neetu1 neetu19yadav95@gmail.com
Publikováno v:
Journal of Applied Economic Sciences. Fall2024, Vol. 19 Issue 3, p337-349. 13p.
Autor:
Ece Çokmutlu, Meltem, Özen, Selin
Publikováno v:
Hitit Sosyal Bilimler Dergisi / Hitit Journal of Social Sciences. 16(1):152-170
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=1135327
Publikováno v:
journal={International Journal of Theoretical and Applied Finance}, volume={24}, number={3} journal={International Journal of Theoretical and Applied Finance}, volume={24}, number={3}, year={2021}
Risk-neutral default probabilities can be implied from credit default swap (CDS) market quotes. In practice, mid CDS quotes are used as inputs, as their risk-neutral counterparts are not observable. We show how to imply risk-neutral default probabili
Externí odkaz:
http://arxiv.org/abs/2108.06578
Publikováno v:
Cogent Economics & Finance, Vol 10, Iss 1 (2022)
This paper proposes and examines a new structural risk of default model for banks in frictional and fuzzy financial markets. It is motivated by the need to fill the shortcomings of probability-based credit risk metric models that are characterised by
Externí odkaz:
https://doaj.org/article/659710d571d4475492b9116b2c43cac8
Autor:
Matanda, Ephraim1 (AUTHOR) eematanda@gmail.com, Chikodza, Eriyoti2 (AUTHOR), Kwenda, Farai3 (AUTHOR)
Publikováno v:
Cogent Economics & Finance. Jan-Dec2022, Vol. 10 Issue 1, p1-32. 32p.
Autor:
Wang, Wei1 (AUTHOR), Li, Qianyan1 (AUTHOR), Li, Quan1 (AUTHOR), Xu, Song1 (AUTHOR) xusong@nbu.edu.cn
Publikováno v:
Mathematics (2227-7390). Mar2023, Vol. 11 Issue 6, p1550. 17p.
Publikováno v:
Quality - Access to Success. Dec2022, Vol. 23 Issue 191, p100-106. 7p.
Publikováno v:
In Journal of Financial Stability April 2021 53
Autor:
MELZER, BRIAN T.
Publikováno v:
The Journal of Finance, 2017 Apr 01. 72(2), 575-612.
Externí odkaz:
https://www.jstor.org/stable/26652696