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1.
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
2.
Liquidity Risk-Adjusted Credit Default Swap Pricing;
流动性风险调整的信用违约互换定价
3.
Valuation of basket credit default swaps by partial differential equation method;
一篮子信用违约互换定价的偏微分方程方法
4.
A Study on Pricing Model of Credit Default Swap Based on Jump-Diffusion Process;
基于跳-扩散过程的信用违约互换定价模型
5.
Defect of the Credit Default Swap Pricing Mechanism and Triggering of Financial Crisis
信用违约互换定价机制的缺陷与金融危机的产生
6.
Pricing Model of Basket Credit Default Swap Based on Copulas;
基于copula函数族的信用违约互换组合定价模型
7.
An Analysis on Mechanism of Risk Hedge and Evaluation for Credit Default Swaps;
信用违约互换的避险机理及价值分析
8.
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
9.
Pricing of Interest Rate Swap under Default Risk;
违约风险条件下利率互换合约的定价
10.
Pricing Model of Currency Swap under Two-side Default Risk
双向违约风险下的货币互换定价模型
11.
CDS:Opportunity for bond investors in China;
信用违约互换:中国债券投资者的机遇
12.
Use Credit Default Swap Resolved Credit Concentration Risk;
使用信用违约互换产品化解信贷集中风险
13.
Study on the Pricing of the Currency Swap Under the Condition of Two-side Default Risk
双向违约风险条件下的货币互换定价研究
14.
Credit Default Swaps Can Prevent the increment of Ill Assets in Commercial Banks;
用信用违约互换防范商业银行不良资产的增量
15.
Research on the Application of Credit Default Swaps in Chinese Corporate Bond Market
信用违约互换在我国公司债市场的应用研究
16.
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
17.
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
18.
CDS contractual equation analysis and application in China;
信用违约互换的契约方程分析及其在中国的应用研究