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Affiliation
ISSN
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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
5,198
Downloads
7,361
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
6,320
Downloads
9,428
Views
Citations
On Pareto Efficiency in Asset Markets
(Articles)
Kazuhiro Takino
Theoretical Economics Letters
Vol.9 No.7
,October 11, 2019
DOI:
10.4236/tel.2019.97158
539
Downloads
1,537
Views
Citations
Leverage, Default Risk, and the Cross-Section of Equity and Firm Returns
(Articles)
Frederick M. Hood III
Modern Economy
Vol.7 No.14
,December 14, 2016
DOI:
10.4236/me.2016.714143
1,827
Downloads
3,553
Views
Citations
This article belongs to the Special Issue on
Credit
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
89
Downloads
499
Views
Citations
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
4,753
Downloads
7,823
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
2,860
Downloads
3,897
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
1,415
Downloads
3,127
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
3,460
Downloads
4,656
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
2,515
Downloads
6,240
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
1,109
Downloads
2,520
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
1,223
Downloads
3,352
Views
Citations
Cost of Capital for Private Firms
(Articles)
Federico Beltrame
,
Luca Grassetti
,
Gianni Zorzi
Theoretical Economics Letters
Vol.13 No.3
,June 30, 2023
DOI:
10.4236/tel.2023.133034
79
Downloads
465
Views
Citations
Can Adoption of Financial Technology Change Corporate Client Structure in Chinese Banking?
(Articles)
Yue Hu
,
Lei Yin
Journal of Financial Risk Management
Vol.13 No.1
,March 25, 2024
DOI:
10.4236/jfrm.2024.131008
36
Downloads
173
Views
Citations
Valuation of Credit Default Swap with Counterparty Default Risk by Structural Model
(Articles)
Jin Liang
,
Peng Zhou
,
Yujing Zhou
,
Junmei Ma
Applied Mathematics
Vol.2 No.1
,January 30, 2011
DOI:
10.4236/am.2011.21012
7,331
Downloads
15,960
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
5,407
Downloads
8,835
Views
Citations
Can Banks Circumvent Minimum Capital Requirements? The Case of Mortgage Portfolio under Basel II
(Articles)
Christopher Henderson
,
Julapa Jagtiani
Journal of Mathematical Finance
Vol.3 No.3A
,October 25, 2013
DOI:
10.4236/jmf.2013.33A006
4,210
Downloads
6,685
Views
Citations
This article belongs to the Special Issue on
Corporate Finance
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
7,941
Downloads
11,145
Views
Citations
Estimation of Default Probabilities: Application of the Discriminant Analysis and the Structural Approach for Companies Listed on the BVC
(Articles)
Lahsen Oubdi
,
Abdessamad Touimer
Journal of Financial Risk Management
Vol.6 No.3
,September 8, 2017
DOI:
10.4236/jfrm.2017.63021
2,862
Downloads
5,533
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
649
Downloads
1,579
Views
Citations
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