Default Risk - Articles - Scientific Research Publishing

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 5,369 Downloads 7,101 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 6,518 Downloads 8,733 Views Citations
On Pareto Efficiency in Asset Markets (Articles)

Kazuhiro Takino

Theoretical Economics Letters Vol.9 No.7，October 11, 2019

DOI: 10.4236/tel.2019.97158 625 Downloads 1,761 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 752 Views Citations
Leverage, Default Risk, and the Cross-Section of Equity and Firm Returns (Articles)

Frederick M. Hood III

Modern Economy Vol.7 No.14，December 14, 2016

DOI: 10.4236/me.2016.714143 1,916 Downloads 3,820 Views Citations
This article belongs to the Special Issue on Credit
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 644 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 7,820 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
CVA under Bates Model with Stochastic Default Intensity (Articles)

Yaqin Feng

Journal of Mathematical Finance Vol.7 No.3，July 31, 2017

DOI: 10.4236/jmf.2017.73036 1,528 Downloads 3,230 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 3,542 Downloads 4,832 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 6,535 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 2,689 Views Citations
A Study on Forecasting the Default Risk of Bond Based on XGboost Algorithm and Over-Sampling Method (Articles)

Yan Zhang, Lin Chen

Theoretical Economics Letters Vol.11 No.2，April 13, 2021

DOI: 10.4236/tel.2021.112019 1,423 Downloads 3,537 Views Citations
Cost of Capital for Private Firms (Articles)

Federico Beltrame, Luca Grassetti, Gianni Zorzi

Theoretical Economics Letters Vol.13 No.3，June 30, 2023

DOI: 10.4236/tel.2023.133034 187 Downloads 890 Views Citations
Can Adoption of Financial Technology Change Corporate Client Structure in Chinese Banking? (Articles)

Yue Hu, Lei Yin

Journal of Financial Risk Management Vol.13 No.1，March 25, 2024

DOI: 10.4236/jfrm.2024.131008 147 Downloads 546 Views Citations
The Quantification of Model Risk According to the Principle of Relative Entropy with Case Studies (Articles)

Michael Jacobs Jr.

Journal of Financial Risk Management Vol.14 No.2，April 15, 2025

DOI: 10.4236/jfrm.2025.142007 48 Downloads 579 Views Citations
Valuation of Credit Default Swap with Counterparty Default Risk by Structural Model (Articles)

Jin Liang, Peng Zhou, Yujing Zhou, Junmei Ma

Applied Mathematics Vol.2 No.1，January 30, 2011

DOI: 10.4236/am.2011.21012 7,467 Downloads 16,143 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 5,534 Downloads 8,904 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 10,766 Views Citations

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