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ISSN
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Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model
(Articles)
Ruili Hao
,
Yonghui Liu
,
Shoubai Wang
Journal of Mathematical Finance
Vol.4 No.1
,January 10, 2014
DOI:
10.4236/jmf.2014.41002
4,722
Downloads
7,759
Views
Citations
This article belongs to the Special Issue on
Option Pricing Research
Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment
(Articles)
Wenjing Gu
,
Yinglin Liu
,
Ruili Hao
Journal of Mathematical Finance
Vol.6 No.2
,March 9, 2016
DOI:
10.4236/jmf.2016.62021
2,852
Downloads
3,868
Views
Citations
Credit Derivative Valuation and Parameter Estimation for Multi-Factor Affine CIR-Type Hazard Rate Model
(Articles)
Alma P. Bimbabou Maboulou
,
Hopolang P. Mashele
Journal of Mathematical Finance
Vol.5 No.3
,July 16, 2015
DOI:
10.4236/jmf.2015.53024
4,119
Downloads
5,526
Views
Citations
Pricing for Basket CDS and LCDS
(Articles)
Tao Wang
,
Jin Liang
,
Xiaoli Yang
Modern Economy
Vol.3 No.2
,March 28, 2012
DOI:
10.4236/me.2012.32024
5,384
Downloads
8,788
Views
Citations
Pricing Loan CDS with Vasicek Interest Rate under the Contagious Model
(Articles)
Yinglin Liu
,
Ruili Hao
,
Zuhua Wang
Journal of Mathematical Finance
Vol.6 No.3
,August 26, 2016
DOI:
10.4236/jmf.2016.63033
1,696
Downloads
2,573
Views
Citations
Are Bond Defaults with the Connivance of Credit Rating: An Analysis of China’s Bond Market
(Articles)
Xudong Zhuang
,
Yu Wu
Open Journal of Business and Management
Vol.9 No.5
,August 30, 2021
DOI:
10.4236/ojbm.2021.95115
366
Downloads
1,275
Views
Citations
Empirical Study on Credit Risk of Our Listed Company Based on KMV Model
(Articles)
Liang Lin
,
Ting Lou
,
Ni Zhan
Applied Mathematics
Vol.5 No.13
,July 22, 2014
DOI:
10.4236/am.2014.513204
5,176
Downloads
7,311
Views
Citations
The Impact of Electronic Banking on the Credit Risk of Commercial Banks
—An Empirical Study Based on KMV Model
(Articles)
Zheng Zhao
,
Yue Lan
,
Xiaoyu Wu
Journal of Mathematical Finance
Vol.6 No.5
,November 17, 2016
DOI:
10.4236/jmf.2016.65054
2,501
Downloads
6,162
Views
Citations
Extending Multi-Period Pluto and Tasche PD Calibration Model Using Mode LRDF Approach
(Articles)
Denis Surzhko
Journal of Mathematical Finance
Vol.4 No.4
,August 28, 2014
DOI:
10.4236/jmf.2014.44026
6,291
Downloads
9,337
Views
Citations
Estimation of Default Risk Based on KMV Model—An Empirical Study for Chinese Real Estate Companies
(Articles)
Yan Chen
,
Guanglei Chu
Journal of Financial Risk Management
Vol.3 No.2
,June 12, 2014
DOI:
10.4236/jfrm.2014.32005
7,914
Downloads
11,082
Views
Citations
P2P Borrower Default Identification and Prediction Based on RFE-Multiple Classification Models
(Articles)
Xianyan Hou
Open Journal of Business and Management
Vol.8 No.2
,March 24, 2020
DOI:
10.4236/ojbm.2020.82053
631
Downloads
1,540
Views
Citations
Analytical Approximation for Treasury Bill Default Spreads, Profits and Losses Equations
(Articles)
Rogelio Rodriguez-Oliveros
,
Javier Martin-Viscasillas
,
Jose M. Garcia-Romero
Journal of Financial Risk Management
Vol.11 No.4
,December 29, 2022
DOI:
10.4236/jfrm.2022.114035
87
Downloads
479
Views
Citations
A Study on Forecasting the Default Risk of Bond Based on XGboost Algorithm and Over-Sampling Method
(Articles)
Yan Zhang
,
Lin Chen
Theoretical Economics Letters
Vol.11 No.2
,April 13, 2021
DOI:
10.4236/tel.2021.112019
1,176
Downloads
3,214
Views
Citations
Multi-Name Extension to the Credit Grades and an Efficient Monte Carlo Method
(Articles)
Hideyuki Takada
Journal of Mathematical Finance
Vol.4 No.3
,May 28, 2014
DOI:
10.4236/jmf.2014.43017
3,452
Downloads
4,632
Views
Citations
A Survival Approach to Prediction of Default Drivers for Indian Listed Companies
(Articles)
Vandana Gupta
Theoretical Economics Letters
Vol.7 No.2
,February 4, 2017
DOI:
10.4236/tel.2017.72011
2,145
Downloads
4,690
Views
Citations
The Role of Group Size and Correlated Project Outcomes in Group Lending
(Articles)
Marina Markheim
Theoretical Economics Letters
Vol.7 No.5
,July 21, 2017
DOI:
10.4236/tel.2017.75080
1,095
Downloads
2,490
Views
Citations
Quantitative Structural Models to Assess Credit Risk on Individuals
(Articles)
Akorede K. Oluwo
,
Enrique Villamor
Journal of Applied Mathematics and Physics
Vol.10 No.7
,July 29, 2022
DOI:
10.4236/jamp.2022.107158
107
Downloads
1,115
Views
Citations
The Impact of Asset Price Bubbles on Credit Risk Measures
(Articles)
Michael Jacobs Jr.
Journal of Financial Risk Management
Vol.4 No.4
,November 30, 2015
DOI:
10.4236/jfrm.2015.44019
4,799
Downloads
6,372
Views
Citations
M & A of Listed Real Estate Companies and Default Risk of Credit Bonds under the Counter-Cyclical Background
(Articles)
Anning Shi
Open Journal of Business and Management
Vol.11 No.3
,May 10, 2023
DOI:
10.4236/ojbm.2023.113048
73
Downloads
337
Views
Citations
CVA under Bates Model with Stochastic Default Intensity
(Articles)
Yaqin Feng
Journal of Mathematical Finance
Vol.7 No.3
,July 31, 2017
DOI:
10.4236/jmf.2017.73036
1,403
Downloads
3,093
Views
Citations
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