1.
CDS (Credit-Default Swaps): the Hidden Trouble for Updating of the Subprime Mortgage Crisis;
信用违约掉期——次贷危机升级隐患
2.
Deutsche Bank is experimenting with markets in“ event-loss swaps”- natural-disaster versions of the debt market's credit-default swaps.
德意志银行正在市场中试用“损失掉期”—债务市场信贷违约掉期的自然灾害品种。
3.
The Research of Default Frequency and Default Probability in Credit Rating;
信用评级中的违约率、违约概率研究
4.
The Research of the Short Term Price of a Credit Default Swap in a Jump Diffusion Model with Two-sided Exponentially Distributed Jump;
双指数跳扩散模型信用违约互换短期价格研究
5.
Modelling for Enterprise s Short-term Loan Credit Default--Based on Fisher Discriminant Principle;
基于Fisher判别的企业短期贷款信用违约模型构建
6.
Study of credit risk term structure with stochastic default intensity;
随机违约强度下的信用风险期限结构研究
7.
APPLICATION OF THE THEORY OF OPTION ON THE MEASUREMENT AND MANAGEMENT OF CREDIT RISK;
期权理论在商业银行预期违约率测量和信用风险管理中的应用
8.
An Application of KMV Model to Credit Risk Evaluation of Listed Company;
期望违约率模型在上市公司信用评估中的应用研究
9.
Credit Risk Measurement and Management Based on MDA and EDF Methodology;
基于判别分析和期望违约率方法的信用风险度量及管理研究
10.
Impact of Liquidity Risk on the Term Structure of Credit Spreads;
流动性风险对可违约债券信用利差期限结构的影响
11.
The Applicable Scope of Expected Contract Breabing And Its legal Consequence;
论预期违约的适用范围及其法律后果
12.
On How Futures Market Helps Transfer Default Risk of Contract Agriculture
利用期货市场转移订单农业违约风险
13.
Recovery Rate and Default Correlation of Credit Risk Model;
信用风险模型的回收率与违约相关性
14.
The Valuation of Unilateral Default Contagion in Credit Risk;
信用风险中的单向违约传染定价模型
15.
CDS:Opportunity for bond investors in China;
信用违约互换:中国债券投资者的机遇
16.
The voluation of the credit default swap based on Cox process;
基于考克斯过程的信用违约互换定价
17.
Liquidity Risk-Adjusted Credit Default Swap Pricing;
流动性风险调整的信用违约互换定价
18.
Pricing a credit loan in the case of the interest rate process being correlated with the default process;
利率与违约过程相关的信用贷款定价