Credit Risks; KMV Model; Uncertain Interest Rate - Articles

Research on Credit Risk Measurement Based on Uncertain KMV Model (Articles)

Ni Zhan, Liang Lin, Ting Lou

Journal of Applied Mathematics and Physics Vol.1 No.5, September 27, 2013

DOI: 10.4236/jamp.2013.15003 5,342 Downloads 9,226 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 5,584 Downloads 7,875 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 2,768 Downloads 7,206 Views Citations
Market Risks Management and Performance of Deposit Money Banks in Nigeria: The Challenges of 4^th Industrial Revolution (Articles)

Hope Ifeoma Orjinta, Enaibre Felix Ighosewe

Modern Economy Vol.13 No.11, November 30, 2022

DOI: 10.4236/me.2022.1311081 383 Downloads 1,913 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 5,086 Downloads 8,290 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Did Directed Credit Impact the Effectiveness of Brazilian Monetary Policy in the Post Inflation-Target Period? (Articles)

Marivia de Aguiar Nunes, Augusto Mussi Alvim

Modern Economy Vol.12 No.1, January 28, 2021

DOI: 10.4236/me.2021.121004 595 Downloads 1,674 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 8,298 Downloads 11,634 Views Citations
A Research on Interbank Loan Interest Rate Fluctuation Characteristics and the VaR Risk of China’s Commercial Banks (Articles)

Baoqian Wang, Cheng Wang, Xikun Zhang

Modern Economy Vol.3 No.6, October 31, 2012

DOI: 10.4236/me.2012.36097 5,992 Downloads 9,346 Views Citations
In-Arrears Interest Rate Derivatives under the 3/2 Model (Articles)

Joanna Goard

Modern Economy Vol.6 No.6, June 18, 2015

DOI: 10.4236/me.2015.66067 3,865 Downloads 5,216 Views Citations
The Impulse Response of Domestic and Foreign Interest Rate in Output, Price, Exchange Rate Model, a Deconstructed Derivation and Economic Calibration of Vector Error Correction Model (Articles)

Lingkai Kong, Yunxin Chang

Journal of Mathematical Finance Vol.12 No.4, November 2, 2022

DOI: 10.4236/jmf.2022.124034 236 Downloads 1,177 Views Citations
Term Structure of Defaultable Bonds with Recovery of Market Value (Articles)

Ruidong Wang, Xiyue Tan, Jianping Fu

Journal of Mathematical Finance Vol.15 No.3, August 8, 2025

DOI: 10.4236/jmf.2025.153022 88 Downloads 448 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 4,326 Downloads 5,873 Views Citations
Determinants of Exchange Rate: Vector Error Correction Method (VECM). Case of Yemen (Articles)

Ghassan Al-Masbhi, Yulan Du

Open Journal of Social Sciences Vol.9 No.8, August 4, 2021

DOI: 10.4236/jss.2021.98005 801 Downloads 4,813 Views Citations
Impact of Selected Macroeconomic Variables on Economic Growth in Nigeria (Articles)

Olajide S. Oladipo, Nuhu Ado, Fausat M. Alesinloye, Wasiu A. Yusuf

Open Journal of Social Sciences Vol.12 No.11, November 15, 2024

DOI: 10.4236/jss.2024.1211013 186 Downloads 1,331 Views Citations
The Impact of Interest Rate Marketization on China’s Commercial Banks and Its Tactics (Articles)

Xinrong Cui

Journal of Mathematical Finance Vol.6 No.5, November 24, 2016

DOI: 10.4236/jmf.2016.65061 2,982 Downloads 6,701 Views Citations
Demand for Money in China Based on Most Recent Data (Articles)

Yongqing Wang

Modern Economy Vol.14 No.9, September 14, 2023

DOI: 10.4236/me.2023.149061 193 Downloads 941 Views Citations
Factors Affecting the Sustainability of Microfinance Institutions: A Case of Malawi Microfinance Institutions (Articles)

Helex Kayembe, Yunjian Lin, George N. Chidimbah Munthali, Xuelian Wu, Lazarus Obed Livingstone Banda, Mastano N. Woleson Dzimbiri, Colleen Mbughi

Journal of Financial Risk Management Vol.10 No.2, May 13, 2021

DOI: 10.4236/jfrm.2021.102007 1,173 Downloads 12,032 Views Citations
To an Axiomatic Model of Rate of Growth (Articles)

Václav Studený, Ivan Mezník

Applied Mathematics Vol.4 No.9, September 20, 2013

DOI: 10.4236/am.2013.49179 4,981 Downloads 7,020 Views Citations
Can Reputation Ensure Efficiency in the Structured Finance Market? (Articles)

Mahmoud Elamin

Theoretical Economics Letters Vol.7 No.1, January 10, 2017

DOI: 10.4236/tel.2017.71006 1,614 Downloads 2,629 Views Citations
This article belongs to the Special Issue on Microeconomics
Corporate Financing, Taxation, and Tobin’s q: Evidence from Japanese Firms and Industries (Articles)

Keiichi Kubota, Susumu Saito, Hitoshi Takehara

Journal of Mathematical Finance Vol.3 No.3A, October 8, 2013

DOI: 10.4236/jmf.2013.33A004 5,774 Downloads 9,127 Views Citations
This article belongs to the Special Issue on Corporate Finance

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