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内部出版物
CNKI学位论文(14)
知网期刊论文(21)
在“
Elsevier电子期刊
”中,
命中:
6
条,耗时:0.0559742 秒
在所有数据库中总计命中:
35
条
1.
Pricing derivatives with
counterparty
risk
and collateralization: A fixed point approach
作者:
Jinbeom Kim
jk3071@columbia.edu" class="auth_mail" title="E-mail the corresponding author
;
Tim Leung
;
tl2497@columbia.edu" class="auth_mail" title="E-mail the corresponding author
;
leung@ieor.columbia.edu" class="auth_mail" title="E-mail the corresponding author
关键词:
Bilateral
counterparty
risk
;
Collateralization
;
Credit valuation adjustment
;
Fixed point method Contraction mapping
刊名:European Journal of Operational Research
出版年:2016
2.
Central bank standing facilities,
counterparty
risk
, and OTC-interbank lending
作者:
Uwe Vollmer
vollmer@wifa.uni-leipzig.de" class="auth_mail" title="E-mail the corresponding author
;
Harald Wiese
;
wiese@wifa.uni-leipzig.de" class="auth_mail" title="E-mail the corresponding author
关键词:
Interbank lending
;
Standing facilities
;
OTC trades
;
Nash bargaining solution
刊名:The North American Journal of Economics and Finance
出版年:2016
3.
Pricing credit default swaps with
bilateral
counterparty
risk
in a reduced form model with Markov regime switching
作者:
Xue Liang
;
Guojing Wang
;
Hong Li
关键词:
Intensity-based model
;
Regime switching
;
Markov chain
;
Credit default swaps
;
Bilateral
counterparty
risk
刊名:Applied Mathematics and Computation
出版年:1 March, 2014
4.
Bilateral
counterparty
risk
valuation for credit default swap in a contagion model using Markov chain
作者:
Yinghui Dong
a
;
b
;
dongyinghui1030@163.com" class="auth_mail
;
Guojing Wang
c
;
wangguojing@hotmail.com" class="auth_mail
关键词:
C15
;
C63
;
G12
;
G13
刊名:Economic Modelling
出版年:June 2014
5.
Clearing networks
作者:
Marco Galbiati
a
;
b
;
Marco.Galbiati@ecb.int
;
Kimmo Soramä
;
ki
c
关键词:
E58
;
G01
;
G18
刊名:Journal of Economic Behavior and Organization
出版年:2012
6.
Stochastic control under progressive enlargement of filtrations and applications to multiple defaults
risk
management
作者:
Huyê
;
n Pham
关键词:
Stochastic control
;
Progressive enlargement of filtrations
;
Decomposition in the reference filtration
;
Multiple default times
;
Risk
management
刊名:Stochastic Processes and their Applications
出版年:2010
1
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