Credit risk: Pricing, measurement, and management.

被引:1
|
作者
Acharya, V [1 ]
机构
[1] London Business Sch, London NW1 4SA, England
关键词
D O I
10.1111/j.0013-0427.2005.408_3.x
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:181 / 182
页数:2
相关论文
共 50 条
  • [21] Vascular Health and Risk Management.
    Tabrizchi, Reza
    [J]. VASCULAR HEALTH AND RISK MANAGEMENT, 2005, 1 (01) : 1 - 1
  • [22] Human safety and risk management.
    Cooper, MD
    [J]. JOURNAL OF OCCUPATIONAL AND ORGANIZATIONAL PSYCHOLOGY, 1998, 71 : 369 - 370
  • [23] Human safety and risk management.
    Michalik, Jerzy S.
    [J]. INTERNATIONAL JOURNAL OF OCCUPATIONAL SAFETY AND ERGONOMICS, 2007, 13 (01) : 97 - 98
  • [24] Pricing Credit Risk for Mortgages: Credit Risk Spreads and Heterogeneity across Housing Markets
    Dunsky, Robert M.
    Follain, James R.
    Giertz, Seth H.
    [J]. REAL ESTATE ECONOMICS, 2021, 49 (03) : 997 - 1032
  • [25] The pricing of perpetual convertible bond with credit risk
    Wang Le-le
    Bian Bao-jun
    [J]. APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B, 2010, 25 (03): : 277 - 290
  • [26] The pricing of perpetual convertible bond with credit risk
    Le-le Wang
    Bao-jun Bian
    [J]. Applied Mathematics-A Journal of Chinese Universities, 2010, 25 : 277 - 290
  • [27] The pricing of perpetual convertible bond with credit risk
    WANG Le-le BIAN Bao-jun Department of Mathematics
    [J]. Applied Mathematics:A Journal of Chinese Universities, 2010, (03) : 277 - 290
  • [28] A Reach for Risk: Pricing Credit and Liquidity in ABS
    McElravey, John N.
    [J]. JOURNAL OF STRUCTURED FINANCE, 2021, 26 (04): : 15 - 24
  • [29] Arbitrage pricing of convertible securities with credit risk
    Bielecki, Tomasz R.
    Crepey, Stephane
    Jeanblanc, Monique
    Rutkowski, Marek
    [J]. PROCEEDINGS OF THE 45TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14, 2006, : 2889 - +
  • [30] Credit Risk Pricing With Multivariate Stochastic Volatility
    Du, Jun
    Liu, Yang
    [J]. INTERNATIONAL JOINT CONFERENCE ON COMPUTATIONAL SCIENCES AND OPTIMIZATION, VOL 2, PROCEEDINGS, 2009, : 526 - 530