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在“
Elsevier电子期刊
”中,
命中:
393
条,耗时:0.0109953 秒
在所有数据库中总计命中:
735
条
1.
Behaviour-based short-term invoice
probability
of
default
evaluation
作者:
Igor Perko
Igor.Perko@uni-mb.si" class="auth_mail" title="E-mail the corresponding author
关键词:
Probability
of
default
;
Data sharing
;
Behavioural analytics
;
Credit risk
;
Strategic
default
刊名:European Journal
of
Operational Research
出版年:2017
2.
Default
prediction with the Merton-type structural model based on the NIG Lévy process
作者:
Matej Jovan
a
;
1
;
matej.jovan@bsi.si" class="auth_mail" title="E-mail the corresponding author
;
Ale&scaron
;
Ahčan
b
;
ales.ahcan@ef.uni-lj.si" class="auth_mail" title="E-mail the corresponding author
关键词:
Default
prediction
;
Structural models
;
Lé
;
vy process
;
Normal inverse Gaussian distribution
刊名:Journal
of
Computational and Applied Mathematics
出版年:2017
3.
Pricing credit
default
swaps under a multi-scale stochastic volatility model
作者:
Wenting Chen
a
;
Xinjiang He
b
;
xh016@uowmail.edu.au
关键词:
Credit
default
swaps
;
Multi-scale
;
Stochastic volatility
;
Perturbation method
;
Down-and-out binary option
刊名:Physica A: Statistical Mechanics and its Applications
出版年:2017
4.
Debt enforcement, investment, and risk taking across countries
作者:
Giovanni Favara
a
;
Erwan Morellec
;
b
;
f
;
g
;
erwan.morellec@epfl.ch
;
Enrique Schroth
c
;
Philip Valta
d
;
e
;
f
关键词:
Debt enforcement
;
Default
;
Investment
;
Asset sales
;
Risk-taking
刊名:Journal
of
Financial Economics
出版年:2017
5.
Pricing CDS spreads with Credit Valuation Adjustment using a mixture copula
作者:
Etienne Harb
;
Wael Louhichi
;
Wael.LOUHICHI@essca.fr
关键词:
Credit risk
;
Credit
Default
Swap
;
Counterparty risk
;
Credit Value Adjustment
;
Premium
;
Copula
刊名:Research in International Business and Finance
出版年:2017
6.
Dutch mortgages: Impact
of
the crisis on
probability
of
default
作者:
Jan Kroot
a
;
j.m.b.kroot@gmail.com" class="auth_mail" title="E-mail the corresponding author
;
Evangelos Giouvris
b
;
evangelos.giouvris@rhul.ac.uk" class="auth_mail" title="E-mail the corresponding author
关键词:
Probability
of
default
(PD)
;
Dutch mortgages
;
Liquidity
;
European debt crisis
刊名:Finance Research Letters
出版年:2016
7.
Default
probability
estimation via pair copula constructions
作者:
Luciana Dalla Valle
a
;
Maria Elena De Giuli
b
;
Claudia Tarantola
;
b
;
claudia.tarantola@unipv.it" class="auth_mail" title="E-mail the corresponding author
;
ctaranto@eco.unipv.it" class="auth_mail" title="E-mail the corresponding author
;
Claudio Manelli
c
关键词:
Default
probability
;
Markov chain Monte Carlo
;
Multivariate contingent claim
;
Pair copula
;
Vines
刊名:European Journal
of
Operational Research
出版年:2016
8.
Validation
of
default
probability
models: A stress testing approach
作者:
Fá
;
bio Yasuhiro Tsukahara
a
;
fabioyat@gmail.com" class="auth_mail" title="E-mail the corresponding author
;
Herbert Kimura
b
;
herbert.kimura@gmail.com" class="auth_mail" title="E-mail the corresponding author
;
Vinicius Amorim Sobreiro
b
;
sobreiro@unb.br" class="auth_mail" title="E-mail the corresponding author
;
Juan Carlos Arismendi Zambrano
c
;
d
;
j.arismendi@icmacentre.ac.uk" class="auth_mail" title="E-mail the corresponding author
关键词:
Portfolio
;
Credit risk
;
Banking
;
Default
probability
;
Validation techniques
刊名:International Review
of
Financial Analysis
出版年:2016
9.
Transitivity in coherence-based
probability
logic
作者:
Angelo Gilio
a
;
angelo.gilio@sbai.uniroma1.it" class="auth_mail" title="E-mail the corresponding author
;
Niki Pfeifer
b
;
1
;
3
;
niki.pfeifer@lmu.de" class="auth_mail" title="E-mail the corresponding author
;
Giuseppe Sanfilippo
c
;
2
;
3
;
giuseppe.sanfilippo@unipa.it" class="auth_mail" title="E-mail the corresponding author
关键词:
Coherence
;
Default
s
;
Generalized coherence
;
Imprecise
probability
;
p-Consistency
;
p-Entailment
;
Probability
logic
;
Square
of
opposition
;
Syllogisms
;
Transitivity
刊名:Journal
of
Applied Logic
出版年:2016
10.
The performance
of
hybrid models in the assessment
of
default
risk
作者:
Mondher Bellalah
a
;
1
;
mondher.bellalah@gmail.com" class="auth_mail" title="E-mail the corresponding author
;
Sami Zouari
b
;
2
;
mohsamizouari@yahoo.fr" class="auth_mail" title="E-mail the corresponding author
;
Olivier Levyne
c
;
3
关键词:
Default
risk
;
Structural models
;
Non-structural model
;
Hybrid model
;
Probit model
;
Default
probability
刊名:Economic Modelling
出版年:2016
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