Essays on exotic option pricing and credit risk modeling

2006 ◽  
Author(s):  
Kwai Sun Leung
Keyword(s):  
Option Pricing ◽  
Credit Risk ◽  
Risk Modeling ◽  
Exotic Option ◽  
Credit Risk Modeling ◽  
Exotic Option Pricing

Credit Risk Modeling with Delayed Information

2012 ◽  
Author(s):  
Takanori Adachi ◽  
ryozo miura ◽  
Hidetoshi Nakagawa
Keyword(s):  
Credit Risk ◽  
Risk Modeling ◽  
Delayed Information ◽  
Credit Risk Modeling

Recent Advances in Credit Risk Modeling

2009 ◽  
Author(s):  
Christian Capuano ◽  
Jorge A. Chan-Lau ◽  
Jose Giancarlo Gasha ◽  
Carlos I. Medeiros ◽  
Andre Oliveira Santos ◽  
...  
Keyword(s):  
Credit Risk ◽  
Risk Modeling ◽  
Recent Advances ◽  
Credit Risk Modeling
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