Lymphocyte 发表于 2025-3-23 11:46:16
978-3-540-22041-1Springer-Verlag Berlin Heidelberg 2004很是迷惑 发表于 2025-3-23 14:45:27
Default Risk in Bond and Credit Derivatives Markets978-3-642-17039-3Series ISSN 0075-8442 Series E-ISSN 2196-9957Prostatism 发表于 2025-3-23 20:04:18
http://reply.papertrans.cn/27/2648/264706/264706_13.pngdissolution 发表于 2025-3-24 01:35:11
http://reply.papertrans.cn/27/2648/264706/264706_14.pngdebris 发表于 2025-3-24 03:01:26
http://reply.papertrans.cn/27/2648/264706/264706_15.png可以任性 发表于 2025-3-24 07:45:16
http://reply.papertrans.cn/27/2648/264706/264706_16.png多节 发表于 2025-3-24 14:37:34
http://reply.papertrans.cn/27/2648/264706/264706_17.png名次后缀 发表于 2025-3-24 18:38:24
Intensity-Based Modeling of Default,he economic content of the models, reduced-form models have not been dealt with extensively. As the empirical analysis to follow will be conducted in the context of reduced-form modeling, it is the purpose of this part to make up for this shortcoming. Specifically, we will establish the theoreticalGerontology 发表于 2025-3-24 19:42:44
http://reply.papertrans.cn/27/2648/264706/264706_19.pngnitroglycerin 发表于 2025-3-25 02:02:45
Explaining Credit Default Swap Premia,ill displays a substantial lack of empirical work. There is a slowly growing literature on the pricing of defaultable debt, but hardly any empirical contributions have been made using credit derivatives data. Even the pricing of the most common credit derivatives, plain-vanilla credit default swaps