Credit Default Swap - Articles - Scientific Research Publishing

Credit Derivative Valuation and Parameter Estimation for Multi-Factor Affine CIR-Type Hazard Rate Model (Articles)

Alma P. Bimbabou Maboulou, Hopolang P. Mashele

Journal of Mathematical Finance Vol.5 No.3，July 16, 2015

DOI: 10.4236/jmf.2015.53024 4,206 Downloads 5,380 Views Citations
Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model (Articles)

Ruili Hao, Yonghui Liu, Shoubai Wang

Journal of Mathematical Finance Vol.4 No.1，January 10, 2014

DOI: 10.4236/jmf.2014.41002 4,897 Downloads 7,823 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment (Articles)

Wenjing Gu, Yinglin Liu, Ruili Hao

Journal of Mathematical Finance Vol.6 No.2，March 9, 2016

DOI: 10.4236/jmf.2016.62021 2,927 Downloads 3,993 Views Citations
Pricing for Basket CDS and LCDS (Articles)

Tao Wang, Jin Liang, Xiaoli Yang

Modern Economy Vol.3 No.2，March 28, 2012

DOI: 10.4236/me.2012.32024 5,540 Downloads 8,918 Views Citations
The Fundamental Principle of Conservation of Physical Money: Its Violation and the GlobalFinancial System Collapse (Articles)

Murad Al-Shibli

iBusiness Vol.3 No.1，March 10, 2011

DOI: 10.4236/ib.2011.31013 6,616 Downloads 12,987 Views Citations
Empirical Study on Credit Risk of Our Listed Company Based on KMV Model (Articles)

Liang Lin, Ting Lou, Ni Zhan

Applied Mathematics Vol.5 No.13，July 22, 2014

DOI: 10.4236/am.2014.513204 5,371 Downloads 7,106 Views Citations
Extending Multi-Period Pluto and Tasche PD Calibration Model Using Mode LRDF Approach (Articles)

Denis Surzhko

Journal of Mathematical Finance Vol.4 No.4，August 28, 2014

DOI: 10.4236/jmf.2014.44026 6,519 Downloads 8,739 Views Citations
Predicting Multiple-Borrowing Default among Microfinance Clients (Articles)

Kanish Debnath, Priyanka Roy

Theoretical Economics Letters Vol.8 No.10，June 20, 2018

DOI: 10.4236/tel.2018.810116 1,694 Downloads 3,503 Views Citations
Multi-Name Extension to the Credit Grades and an Efficient Monte Carlo Method (Articles)

Hideyuki Takada

Journal of Mathematical Finance Vol.4 No.3，May 28, 2014

DOI: 10.4236/jmf.2014.43017 3,543 Downloads 4,835 Views Citations
Risk Component Based Infrastructure Debt Valuation Analysis and Long-Term Investment (Articles)

Chunlan Wang, Satheesh Kumar Sundararajan

Journal of Financial Risk Management Vol.5 No.3，September 9, 2016

DOI: 10.4236/jfrm.2016.53014 2,379 Downloads 4,331 Views Citations
The Impact of Electronic Banking on the Credit Risk of Commercial Banks
—An Empirical Study Based on KMV Model (Articles)

Zheng Zhao, Yue Lan, Xiaoyu Wu

Journal of Mathematical Finance Vol.6 No.5，November 17, 2016

DOI: 10.4236/jmf.2016.65054 2,644 Downloads 6,546 Views Citations
The Role of Group Size and Correlated Project Outcomes in Group Lending (Articles)

Marina Markheim

Theoretical Economics Letters Vol.7 No.5，July 21, 2017

DOI: 10.4236/tel.2017.75080 1,186 Downloads 2,693 Views Citations
Determinants of Loan Defaults in Some Selected Credit Unions in Kumasi Metropolis of Ghana (Articles)

Edward Yeboah, Irene Mirekuah Oduro

Open Journal of Business and Management Vol.6 No.3，July 31, 2018

DOI: 10.4236/ojbm.2018.63059 2,022 Downloads 9,848 Views Citations
Customer Segmentation of Credit Card Default by Self Organizing Map (Articles)

Hui Wu, Chang-Chun Wang

American Journal of Computational Mathematics Vol.8 No.3，September 3, 2018

DOI: 10.4236/ajcm.2018.83015 1,337 Downloads 2,772 Views Citations
Prediction of Default Probability of Credit-Card Bills (Articles)

Yuhan Ma

Open Journal of Business and Management Vol.8 No.1，December 27, 2019

DOI: 10.4236/ojbm.2020.81014 1,810 Downloads 7,161 Views Citations
Analytical Approximation for Treasury Bill Default Spreads, Profits and Losses Equations (Articles)

Rogelio Rodriguez-Oliveros, Javier Martin-Viscasillas, Jose M. Garcia-Romero

Journal of Financial Risk Management Vol.11 No.4，December 29, 2022

DOI: 10.4236/jfrm.2022.114035 137 Downloads 647 Views Citations
Modeling Ultimate Loss-Given-Default and Time-to-Resolution on Corporate Debt (Articles)

Michael Jacobs, Jr.

Journal of Financial Risk Management Vol.13 No.2，June 28, 2024

DOI: 10.4236/jfrm.2024.132020 137 Downloads 755 Views Citations
Can Banks Circumvent Minimum Capital Requirements? The Case of Mortgage Portfolio under Basel II (Articles)

Christopher Henderson, Julapa Jagtiani

Journal of Mathematical Finance Vol.3 No.3A，October 25, 2013

DOI: 10.4236/jmf.2013.33A006 4,304 Downloads 6,644 Views Citations
This article belongs to the Special Issue on Corporate Finance
Estimation of Default Risk Based on KMV Model—An Empirical Study for Chinese Real Estate Companies (Articles)

Yan Chen, Guanglei Chu

Journal of Financial Risk Management Vol.3 No.2，June 12, 2014

DOI: 10.4236/jfrm.2014.32005 8,135 Downloads 10,767 Views Citations
Credit Rating Modelled with Reflected Stochastic Differential Equations (Articles)

Adeyemi Adewale Sonubi

Journal of Mathematical Finance Vol.4 No.5，November 26, 2014

DOI: 10.4236/jmf.2014.45031 3,526 Downloads 4,775 Views Citations

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