credit 发表于 2025-3-21 20:04:24

书目名称Credit Risk Valuation影响因子(影响力)<br>        http://impactfactor.cn/if/?ISSN=BK0239643<br><br>        <br><br>书目名称Credit Risk Valuation影响因子(影响力)学科排名<br>        http://impactfactor.cn/ifr/?ISSN=BK0239643<br><br>        <br><br>书目名称Credit Risk Valuation网络公开度<br>        http://impactfactor.cn/at/?ISSN=BK0239643<br><br>        <br><br>书目名称Credit Risk Valuation网络公开度学科排名<br>        http://impactfactor.cn/atr/?ISSN=BK0239643<br><br>        <br><br>书目名称Credit Risk Valuation被引频次<br>        http://impactfactor.cn/tc/?ISSN=BK0239643<br><br>        <br><br>书目名称Credit Risk Valuation被引频次学科排名<br>        http://impactfactor.cn/tcr/?ISSN=BK0239643<br><br>        <br><br>书目名称Credit Risk Valuation年度引用<br>        http://impactfactor.cn/ii/?ISSN=BK0239643<br><br>        <br><br>书目名称Credit Risk Valuation年度引用学科排名<br>        http://impactfactor.cn/iir/?ISSN=BK0239643<br><br>        <br><br>书目名称Credit Risk Valuation读者反馈<br>        http://impactfactor.cn/5y/?ISSN=BK0239643<br><br>        <br><br>书目名称Credit Risk Valuation读者反馈学科排名<br>        http://impactfactor.cn/5yr/?ISSN=BK0239643<br><br>        <br><br>

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

http://reply.papertrans.cn/24/2397/239643/239643_3.png

知识分子 发表于 2025-3-22 04:38:41

http://reply.papertrans.cn/24/2397/239643/239643_4.png

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

http://reply.papertrans.cn/24/2397/239643/239643_6.png

champaign 发表于 2025-3-22 19:59:35

http://reply.papertrans.cn/24/2397/239643/239643_7.png

Malfunction 发表于 2025-3-23 00:35:36

http://reply.papertrans.cn/24/2397/239643/239643_8.png

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

http://reply.papertrans.cn/24/2397/239643/239643_10.png
页: [1] 2 3 4 5
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