credit 发表于 2025-3-21 20:04:24

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Magnificent 发表于 2025-3-21 22:17:55

A Firm Value Pricing Model for Derivatives with Counterparty Default Risk,re subject to counterparty default risk are sometimes called . derivative securities. The credit risk model we propose is based on the stochastic evolution of the value of the firm’s assets and liabilities.

chapel 发表于 2025-3-22 02:41:02

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知识分子 发表于 2025-3-22 04:38:41

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复习 发表于 2025-3-22 12:20:27

Kai Nottépproaches usually fall into two categories. One group is based on the evolution of the firm value to determine default and recovery rate, called firm value models. The more recently introduced intensity models, on the other hand, specify an exogenous default process which governs default. The defaul

champaign 发表于 2025-3-22 14:37:56

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champaign 发表于 2025-3-22 19:59:35

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Malfunction 发表于 2025-3-23 00:35:36

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努力赶上 发表于 2025-3-23 01:22:38

Manuel AmmannIncludes supplementary material:

SIT 发表于 2025-3-23 06:21:13

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查看完整版本: Titlebook: Credit Risk Valuation; Methods, Models, and Manuel Ammann Book 2001Latest edition Springer-Verlag Berlin Heidelberg 2001 Bewertung.Counterp