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Kreditderivat
Credit risk
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Kreditrisiko
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Derivat
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Option pricing theory
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Optionspreistheorie
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Ansteckungseffekt
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Counterparty Credit Risk
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Credit derivative
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Kandhai, Drona
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Sourabh, Sumit
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Hofer, Markus
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Sanchez Rivero, Javier
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Quantitative finance
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
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Liquidity risk in derivatives valuation : an improved credit proxy method
Sourabh, Sumit
;
Hofer, Markus
;
Kandhai, Drona
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 467-481
Persistent link: https://www.econbiz.de/10011906396
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2
Contagious defaults in a credit portfolio : a Bayesian network approach
Anagnostou, Ioannis
;
Sanchez Rivero, Javier
;
Sourabh, Sumit
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012298963
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