Firm Foundations: A General Credit Pricing Framework and the Basis of FVA

SSRN Electronic Journal ◽

10.2139/ssrn.3171069 ◽

2018 ◽

Author(s):

Lee Jackson ◽

Matthew Tarbard

Keyword(s):

Credit Pricing ◽

Pricing Framework

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A Gaussian Rates-Credit Pricing Framework

Interest Rate Derivatives Explained: Volume 2 ◽

10.1057/978-1-137-36019-9_10 ◽

2017 ◽

pp. 175-181

Author(s):

Jörg Kienitz ◽

Peter Caspers

Keyword(s):

Credit Pricing ◽

Pricing Framework

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Valuation of Default Risks in Percentage Leases in Option Pricing Framework

10.15396/eres2003_157 ◽

2003 ◽

Keyword(s):

Option Pricing ◽

Default Risks ◽

Pricing Framework

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Testing hedges under the standard tranched credit pricing model

The Journal of Risk ◽

10.21314/jor.2009.206 ◽

2009 ◽

Vol 12 (2) ◽

pp. 3-28 ◽

Cited By ~ 4

Author(s):

Christopher Finger

Keyword(s):

Pricing Model ◽

Credit Pricing

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A PDE Pricing Framework for Cross-Currency Interest Rate Derivatives

SSRN Electronic Journal ◽

10.2139/ssrn.1502302 ◽

2009 ◽

Cited By ~ 3

Author(s):

Duy Minh Dang ◽

Christina Christara ◽

Kenneth R. Jackson ◽

Asif Lakhany

Keyword(s):

Interest Rate ◽

Interest Rate Derivatives ◽

Pricing Framework

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Capital Asset Pricing Framework

SSRN Electronic Journal ◽

10.2139/ssrn.2155510 ◽

2012 ◽

Author(s):

Bartłomiej Schmidt

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing ◽

Capital Asset ◽

Pricing Framework

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Chapter 8. Behavioral Economics and Credit Pricing

Pricing Credit Products ◽

10.1515/9781503605657-011 ◽

2020 ◽

pp. 185-204

Keyword(s):

Behavioral Economics ◽

Credit Pricing

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Integrated pricing framework for optimal power and semi-dynamic traffic flow problem

IET Renewable Power Generation ◽

10.1049/iet-rpg.2020.0150 ◽

2020 ◽

Author(s):

Zhe Zhou ◽

Xuan Zhang ◽

Qinglai Guo ◽

Hongbin Sun

Keyword(s):

Traffic Flow ◽

Flow Problem ◽

Dynamic Traffic ◽

Optimal Power ◽

Pricing Framework

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Construction of generalized modular design and pricing framework and its application

Journal of Mechanical Engineering ◽

10.3901/jme.2007.04.205 ◽

2007 ◽

Vol 43 (04) ◽

pp. 205 ◽

Cited By ~ 2

Author(s):

Xu LI

Keyword(s):

Modular Design ◽

Pricing Framework

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Extension of the Probabilistic Security Pricing Framework to Derivative Securities

Credit Risk, Capital Structure, and the Pricing of Equity Options ◽

10.1007/978-3-7091-3717-8_6 ◽

2003 ◽

pp. 115-138

Author(s):

Michael Hanke

Keyword(s):

Derivative Securities ◽

Security Pricing ◽

Pricing Framework

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A High-Dimensional Pricing Framework for Fi nancial Instruments Valuation

SSRN Electronic Journal ◽

10.2139/ssrn.2432019 ◽

2014 ◽

Author(s):

Mercier Jean-Marc

Keyword(s):

High Dimensional ◽

Pricing Framework

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