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Using the graphics processing unit to evaluate American-Style derivatives
Li, Leon Xing
;
Chen, Ren-Raw
- In:
The journal of financial data science
5
(
2023
)
3
,
pp. 88-106
Persistent link: https://www.econbiz.de/10014424063
Saved in:
2
Credit derivatives : instruments, applications, and pricing
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Choudhry, Moorad
; …
-
2004
Persistent link: https://www.econbiz.de/10001783706
Saved in:
3
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
4
An empirical analysis of the CDX index and its tranches
Fabozzi, Frank J.
;
Wang, Yi-Chen
;
Yeh, Shih-kuo
;
Chen, …
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1425-1431
Persistent link: https://www.econbiz.de/10003894301
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5
Tests of the performance of structural models in bankruptcy prediction
Fabozzi, Frank J.
;
Chen, Ren-Raw
;
Hu, Shing-yang
;
Pan, …
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
2
,
pp. 37-78
Persistent link: https://www.econbiz.de/10008647001
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6
Fixed income total return swaps
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Choudhry, Moorad
; …
-
2008
Persistent link: https://www.econbiz.de/10003763598
Saved in:
7
Credit risk modeling using structural models
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Chen, Ren-Raw
; …
-
2008
Persistent link: https://www.econbiz.de/10003765538
Saved in:
8
Credit risk modeling using reduced-form models
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Chen, Ren-Raw
; …
-
2008
Persistent link: https://www.econbiz.de/10003765556
Saved in:
9
Credit default swaps valuation
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
O'Kane, Dominic
-
2008
Persistent link: https://www.econbiz.de/10003765787
Saved in:
10
The valuation of fixed income total return swaps
Chen, Ren-Raw
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765788
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