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Die subprime Lösung : wie wir in die Finanzkrise hineingeraten sind - und was wir jetzt tun sollten
Shiller, Robert J. - 2008
Persistent link: https://www.econbiz.de/10003775368
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Estimation of a Cox process for credit spreads with semi-stochastic intensity
Corelli, Angelo - In: Journal of risk finance : the convergence of financial … 11 (2010) 5, pp. 515-519
Persistent link: https://www.econbiz.de/10008778685
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A lattice framework with smooth convergence for pricing real estate derivatives with stochastic interest rate
Zou, Dong; Gong, Pu - In: The journal of real estate finance and economics 55 (2017) 2, pp. 242-263
Persistent link: https://www.econbiz.de/10011800538
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Spread term structure and default correlation
Gagliardini, Patrick; Gouriéroux, Christian - In: Annals of economics and statistics 123/124 (2016), pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
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Time-varying roles of housing risk factors in state-level housing markets
Huang, MeiChi - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4660-4683
Persistent link: https://www.econbiz.de/10013461371
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Financial markets : stochastic analysis and the pricing of derivative securites
Mel'nikov, Aleksandr V.; Melʹnikov, Aleksandr V. - 1999
Persistent link: https://www.econbiz.de/10001354137
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Performance and determinants of the Merton structural model : evidence from hedging coefficients
Barsotti, Flavia; Del Viva, Luca - In: Journal of banking & finance 58 (2015), pp. 95-111
Persistent link: https://www.econbiz.de/10011543912
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Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing; Liu, Yinglin; Hao, Ruili - In: Journal of mathematical finance 6 (2016) 2, pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
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Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo; Fabozzi, Frank J. - In: Computational economics 46 (2015) 2, pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
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An implied volatility model determined by credit default swaps
Heider, Pascal - In: International journal of theoretical and applied finance 15 (2012) 7, pp. 1-21
Persistent link: https://www.econbiz.de/10009685890