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Pricing and risk management of synthetic CDOs
Schlösser, Anna - 2011
Persistent link: https://www.econbiz.de/10008797619
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Pricing and Risk Management of Synthetic CDOs
Schlösser, Anna - 2011
This book considers the one-factor copula model for credit portfolios that are used for pricing synthetic CDO …
Persistent link: https://www.econbiz.de/10014015252
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Choosing the appropriate amount of mortgage loan : risk based decision making
Gunay, Suleyman Gokhan; Yıldırak, Kasırga - In: International journal of economics and finance 8 (2016) 11, pp. 12-29
Persistent link: https://www.econbiz.de/10011586191
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The impact of cash flow management versus accruals management on credit rating performance and usage
Zhang, Eliza Xia - In: Review of quantitative finance and accounting 54 (2020) 4, pp. 1163-1193
Persistent link: https://www.econbiz.de/10012233122
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A simple correction of the WACC discount rate for default risk and bankruptcy costs
Koziol, Christian - In: Review of quantitative finance and accounting 42 (2014) 4, pp. 653-666
Persistent link: https://www.econbiz.de/10010433536
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The value of operating cash flow in modelling credit risk for SMEs
Gupta, Jairaj; Wilson, Nicholas; Gregoriou, Andros; … - In: Applied financial economics 24 (2014) 7/9, pp. 649-660
Persistent link: https://www.econbiz.de/10010402670
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Sovereign risk and the pricing of corporate credit default swaps
Haerri, Matthias; Morkoetter, Stefan; Westerfeld, Simone - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011298504
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Sovereign risk and the pricing of corporate credit default swaps
Haerri, Matthias; Morkoetter, Stefan; Westerfeld, Simone - 2014
Based on an empirical analysis of European corporations, we investigate the impact of sovereign risk on the pricing of … corresponding corporate CDS spreads and are a significant factor for corporate CDS pricing models. We also find that this impact …
Persistent link: https://www.econbiz.de/10011343850
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Impact of soft information in loan pricing on default prediction using machine learning
Luong, Thi Mai; Scheule, Harald; Wanzare, Nitya - 2023
Persistent link: https://www.econbiz.de/10014470089
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Impact of mortgage soft information in loan pricing on default prediction using machine learning
Luong, Thi Mai; Scheule, Harald; Wanzare, Nitya - In: International review of finance : the official journal … 23 (2023) 1, pp. 158-186
Persistent link: https://www.econbiz.de/10014251350