Scientific Research An Academic Publisher
OPEN ACCESS
Add your e-mail address to receive free newsletters from SCIRP.
Select Journal AA AAD AAR AASoci AAST ABB ABC ABCR ACES ACS ACT AD ADR AE AER AHS AID AiM AIT AJAC AJC AJCC AJCM AJIBM AJMB AJOR AJPS ALAMT ALC ALS AM AMI AMPC ANP APD APE APM ARS ARSci AS ASM BLR CC CE CellBio ChnStd CM CMB CN CRCM CS CSTA CUS CWEEE Detection EMAE ENG EPE ETSN FMAR FNS GEP GIS GM Graphene GSC Health IB ICA IIM IJAA IJAMSC IJCCE IJCM IJCNS IJG IJIDS IJIS IJMNTA IJMPCERO IJNM IJOC IJOHNS InfraMatics JACEN JAMP JASMI JBBS JBCPR JBiSE JBM JBNB JBPC JCC JCDSA JCPT JCT JDAIP JDM JEAS JECTC JEMAA JEP JFCMV JFRM JGIS JHEPGC JHRSS JIBTVA JILSA JIS JMF JMGBND JMMCE JMP JPEE JQIS JSBS JSEA JSEMAT JSIP JSS JSSM JST JTR JTST JTTs JWARP LCE MC ME MI MME MNSMS MPS MR MRC MRI MSA MSCE NJGC NM NR NS OALib OALibJ ODEM OJA OJAB OJAcct OJAnes OJAP OJApo OJAppS OJAPr OJAS OJBD OJBIPHY OJBM OJC OJCB OJCD OJCE OJCM OJD OJDer OJDM OJE OJEE OJEM OJEMD OJEpi OJER OJF OJFD OJG OJGas OJGen OJI OJIC OJIM OJINM OJL OJM OJMC OJMetal OJMH OJMI OJMIP OJML OJMM OJMN OJMP OJMS OJMSi OJN OJNeph OJO OJOG OJOGas OJOp OJOph OJOPM OJOTS OJPathology OJPC OJPChem OJPed OJPM OJPP OJPS OJPsych OJRA OJRad OJRD OJRM OJS OJSS OJSST OJST OJSTA OJTR OJTS OJU OJVM OPJ POS PP PST PSYCH SAR SCD SGRE SM SN SNL Soft SS TEL TI UOAJ VP WET WJA WJCD WJCMP WJCS WJET WJM WJNS WJNSE WJNST WJV WSN YM
More>>
Wang, Y. (2009). Structural Credit Risk Modeling: Merton and Beyond. Risk Management.
has been cited by the following article:
TITLE: Risk Component Based Infrastructure Debt Valuation Analysis and Long-Term Investment
AUTHORS: Chunlan Wang, Satheesh Kumar Sundararajan
KEYWORDS: Infrastructure Debt Valuation, Credit Asset Pricing, Default Probability, Component Approach
JOURNAL NAME: Journal of Financial Risk Management, Vol.5 No.3, September 9, 2016
ABSTRACT: Long term financing to infrastructure and mobilization of private long term capital has been recognized as a key agenda in advancing the global economic development. There are several barriers in infrastructure financing and big gaps between expectation and reality. A highly pronounced barrier is the lacking of capacity of investors to price risks in a structured manner. This paper has discussed component-based infrastructure valuation analysis and modeling blocks. The component-based valuation mechanism is very useful for issuers and investors to categorize, analyze and price specific risks transparently and can provide a basis for structuring the risks on an ex-ante basis so as to make project investments suitable for investors of different risk preference.
Related Articles:
Fuzzy-Neuro Model for Intelligent Credit Risk Management
Elmer P. Dadios, James Solis
DOI: 10.4236/iim.2012.425036 6,023 Downloads 9,570 Views Citations
Pub. Date: October 30, 2012
Credit Risk Management: An Examination on the Basis of Exposures with Risk Weighting in Greek Banks
Simeon Karafolas
DOI: 10.4236/jfrm.2017.62009 1,908 Downloads 4,679 Views Citations
Pub. Date: June 5, 2017
Integration of ISO 31000:2009 and Supply Chain Risk Management
Thomas Scannell, Sime Curkovic, Bret Wagner
DOI: 10.4236/ajibm.2013.34043 6,140 Downloads 10,255 Views Citations
Pub. Date: July 23, 2013
ISO 31000:2009 Enterprise and Supply Chain Risk Management: A Longitudinal Study
Sime Curkovic, Thomas Scannell, Bret Wagner
DOI: 10.4236/ajibm.2013.37072 4,618 Downloads 7,561 Views Citations
Pub. Date: November 29, 2013
Valuation of Credit Default Swap with Counterparty Default Risk by Structural Model
Jin Liang, Peng Zhou, Yujing Zhou, Junmei Ma
DOI: 10.4236/am.2011.21012 6,843 Downloads 14,799 Views Citations
Pub. Date: January 30, 2011
