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You searched for subject:(Credit Mathematical models). Showing records 1 – 30 of 30 total matches.

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Hong Kong University of Science and Technology

1. Hu, Zhiwei. Market model for portfolio credit derivatives.

Degree: 2009, Hong Kong University of Science and Technology

 This thesis develops a market model with jump-diffusion dynamics for pricing portfolio credit derivatives. The state variables of the market model are mean loss rates,… (more)

Subjects/Keywords: Credit  – Mathematical models; Credit derivatives  – Mathematical models; Portfolio management  – Mathematical models

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APA (6th Edition):

Hu, Z. (2009). Market model for portfolio credit derivatives. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1070102 ; http://repository.ust.hk/ir/bitstream/1783.1-6223/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hu, Zhiwei. “Market model for portfolio credit derivatives.” 2009. Thesis, Hong Kong University of Science and Technology. Accessed August 19, 2017. https://doi.org/10.14711/thesis-b1070102 ; http://repository.ust.hk/ir/bitstream/1783.1-6223/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hu, Zhiwei. “Market model for portfolio credit derivatives.” 2009. Web. 19 Aug 2017.

Vancouver:

Hu Z. Market model for portfolio credit derivatives. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2009. [cited 2017 Aug 19]. Available from: https://doi.org/10.14711/thesis-b1070102 ; http://repository.ust.hk/ir/bitstream/1783.1-6223/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hu Z. Market model for portfolio credit derivatives. [Thesis]. Hong Kong University of Science and Technology; 2009. Available from: https://doi.org/10.14711/thesis-b1070102 ; http://repository.ust.hk/ir/bitstream/1783.1-6223/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

2. Yuen, Chi Hung. Pricing credit swaptions under affine term structure models.

Degree: 2009, Hong Kong University of Science and Technology

 This paper develops a semi-closed form formula for pricing credit default swaptions under the context of affine models by the sub-filtration approach. We assume stochastic… (more)

Subjects/Keywords: Pricing  – Mathematical models; Credit derivatives  – Mathematical models

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APA (6th Edition):

Yuen, C. H. (2009). Pricing credit swaptions under affine term structure models. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1070045 ; http://repository.ust.hk/ir/bitstream/1783.1-6214/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yuen, Chi Hung. “Pricing credit swaptions under affine term structure models.” 2009. Thesis, Hong Kong University of Science and Technology. Accessed August 19, 2017. https://doi.org/10.14711/thesis-b1070045 ; http://repository.ust.hk/ir/bitstream/1783.1-6214/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yuen, Chi Hung. “Pricing credit swaptions under affine term structure models.” 2009. Web. 19 Aug 2017.

Vancouver:

Yuen CH. Pricing credit swaptions under affine term structure models. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2009. [cited 2017 Aug 19]. Available from: https://doi.org/10.14711/thesis-b1070045 ; http://repository.ust.hk/ir/bitstream/1783.1-6214/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yuen CH. Pricing credit swaptions under affine term structure models. [Thesis]. Hong Kong University of Science and Technology; 2009. Available from: https://doi.org/10.14711/thesis-b1070045 ; http://repository.ust.hk/ir/bitstream/1783.1-6214/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

3. Zhao, Chen. Intra-industry distribution of credit supply and export : theory and evidence from China.

Degree: 2012, Hong Kong University of Science and Technology

 This paper explores how to allocate credit supply within an industry to increase aggregate export intensity ( export-to-sales ratio) at industry level. We build a… (more)

Subjects/Keywords: Credit; China; Mathematical models; Export credit

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APA (6th Edition):

Zhao, C. (2012). Intra-industry distribution of credit supply and export : theory and evidence from China. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1197876 ; http://repository.ust.hk/ir/bitstream/1783.1-73416/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zhao, Chen. “Intra-industry distribution of credit supply and export : theory and evidence from China.” 2012. Thesis, Hong Kong University of Science and Technology. Accessed August 19, 2017. https://doi.org/10.14711/thesis-b1197876 ; http://repository.ust.hk/ir/bitstream/1783.1-73416/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zhao, Chen. “Intra-industry distribution of credit supply and export : theory and evidence from China.” 2012. Web. 19 Aug 2017.

Vancouver:

Zhao C. Intra-industry distribution of credit supply and export : theory and evidence from China. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2012. [cited 2017 Aug 19]. Available from: https://doi.org/10.14711/thesis-b1197876 ; http://repository.ust.hk/ir/bitstream/1783.1-73416/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhao C. Intra-industry distribution of credit supply and export : theory and evidence from China. [Thesis]. Hong Kong University of Science and Technology; 2012. Available from: https://doi.org/10.14711/thesis-b1197876 ; http://repository.ust.hk/ir/bitstream/1783.1-73416/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Hong Kong

4. Gu, Jiawen. On credit risk modeling and credit derivatives pricing.

Degree: PhD, 2014, University of Hong Kong

 In this thesis, efforts are devoted to the stochastic modeling, measurement and evaluation of credit risks, the development of mathematical and statistical tools to estimate… (more)

Subjects/Keywords: Credit - Management - Mathematical models; Credit derivatives - Mathematical models; Risk management - Mathematical models

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APA (6th Edition):

Gu, J. (2014). On credit risk modeling and credit derivatives pricing. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/202367

Chicago Manual of Style (16th Edition):

Gu, Jiawen. “On credit risk modeling and credit derivatives pricing.” 2014. Doctoral Dissertation, University of Hong Kong. Accessed August 19, 2017. http://hdl.handle.net/10722/202367.

MLA Handbook (7th Edition):

Gu, Jiawen. “On credit risk modeling and credit derivatives pricing.” 2014. Web. 19 Aug 2017.

Vancouver:

Gu J. On credit risk modeling and credit derivatives pricing. [Internet] [Doctoral dissertation]. University of Hong Kong; 2014. [cited 2017 Aug 19]. Available from: http://hdl.handle.net/10722/202367.

Council of Science Editors:

Gu J. On credit risk modeling and credit derivatives pricing. [Doctoral Dissertation]. University of Hong Kong; 2014. Available from: http://hdl.handle.net/10722/202367


RMIT University

5. Leung Kan Hing, K. Investigation of artificial immune systems and variable selection techniques for credit scoring.

Degree: 2008, RMIT University

 Most lending institutions are aware of the importance of having a well-performing credit scoring model or scorecard and know that, in order to remain competitive… (more)

Subjects/Keywords: Fields of Research; Credit Management; Mathematical models

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APA (6th Edition):

Leung Kan Hing, K. (2008). Investigation of artificial immune systems and variable selection techniques for credit scoring. (Thesis). RMIT University. Retrieved from http://researchbank.rmit.edu.au/view/rmit:6726

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Leung Kan Hing, K. “Investigation of artificial immune systems and variable selection techniques for credit scoring.” 2008. Thesis, RMIT University. Accessed August 19, 2017. http://researchbank.rmit.edu.au/view/rmit:6726.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Leung Kan Hing, K. “Investigation of artificial immune systems and variable selection techniques for credit scoring.” 2008. Web. 19 Aug 2017.

Vancouver:

Leung Kan Hing K. Investigation of artificial immune systems and variable selection techniques for credit scoring. [Internet] [Thesis]. RMIT University; 2008. [cited 2017 Aug 19]. Available from: http://researchbank.rmit.edu.au/view/rmit:6726.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Leung Kan Hing K. Investigation of artificial immune systems and variable selection techniques for credit scoring. [Thesis]. RMIT University; 2008. Available from: http://researchbank.rmit.edu.au/view/rmit:6726

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Rutgers University

6. Koo, Jawon, 1976-. Singular perturbation methods in credit derivative modeling:.

Degree: PhD, Mathematics, 2010, Rutgers University

This thesis introduces the dynamical pricing model and approximation method in pricing a "Collateralized Debt Obligation" (CDO). For this purpose we use a two-dimensional, self-affecting… (more)

Subjects/Keywords: Credit derivatives – Mathematical models; Stochastic processes

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APA (6th Edition):

Koo, Jawon, 1. (2010). Singular perturbation methods in credit derivative modeling:. (Doctoral Dissertation). Rutgers University. Retrieved from http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052121

Chicago Manual of Style (16th Edition):

Koo, Jawon, 1976-. “Singular perturbation methods in credit derivative modeling:.” 2010. Doctoral Dissertation, Rutgers University. Accessed August 19, 2017. http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052121.

MLA Handbook (7th Edition):

Koo, Jawon, 1976-. “Singular perturbation methods in credit derivative modeling:.” 2010. Web. 19 Aug 2017.

Vancouver:

Koo, Jawon 1. Singular perturbation methods in credit derivative modeling:. [Internet] [Doctoral dissertation]. Rutgers University; 2010. [cited 2017 Aug 19]. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052121.

Council of Science Editors:

Koo, Jawon 1. Singular perturbation methods in credit derivative modeling:. [Doctoral Dissertation]. Rutgers University; 2010. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052121


Hong Kong University of Science and Technology

7. Wang, Yihua. Enhanced creditrisk+ : applications and comparison.

Degree: 2010, Hong Kong University of Science and Technology

 CreditRisk+ is one of the most widely implemented credit portfolio models. The independent factor assumption in the original model proposed by Credit Suisse First Boston… (more)

Subjects/Keywords: Credit  – Management  – Mathematical models; Risk management  – Mathematical models; Portfolio management  – Mathematical models

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APA (6th Edition):

Wang, Y. (2010). Enhanced creditrisk+ : applications and comparison. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1106710 ; http://repository.ust.hk/ir/bitstream/1783.1-6763/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wang, Yihua. “Enhanced creditrisk+ : applications and comparison.” 2010. Thesis, Hong Kong University of Science and Technology. Accessed August 19, 2017. https://doi.org/10.14711/thesis-b1106710 ; http://repository.ust.hk/ir/bitstream/1783.1-6763/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wang, Yihua. “Enhanced creditrisk+ : applications and comparison.” 2010. Web. 19 Aug 2017.

Vancouver:

Wang Y. Enhanced creditrisk+ : applications and comparison. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2010. [cited 2017 Aug 19]. Available from: https://doi.org/10.14711/thesis-b1106710 ; http://repository.ust.hk/ir/bitstream/1783.1-6763/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang Y. Enhanced creditrisk+ : applications and comparison. [Thesis]. Hong Kong University of Science and Technology; 2010. Available from: https://doi.org/10.14711/thesis-b1106710 ; http://repository.ust.hk/ir/bitstream/1783.1-6763/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Edith Cowan University

8. Powell, Robert. Industry value at risk in Australia.

Degree: 2007, Edith Cowan University

 Value at Risk (VaR) models have gained increasing momentum in recent years. Market VaR is an important issue for banks since its adoption as a… (more)

Subjects/Keywords: Risk management; Mathematical models; Credit; Management; Mathematical models.; Banking and Finance Law

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APA (6th Edition):

Powell, R. (2007). Industry value at risk in Australia. (Thesis). Edith Cowan University. Retrieved from http://ro.ecu.edu.au/theses/297

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Powell, Robert. “Industry value at risk in Australia.” 2007. Thesis, Edith Cowan University. Accessed August 19, 2017. http://ro.ecu.edu.au/theses/297.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Powell, Robert. “Industry value at risk in Australia.” 2007. Web. 19 Aug 2017.

Vancouver:

Powell R. Industry value at risk in Australia. [Internet] [Thesis]. Edith Cowan University; 2007. [cited 2017 Aug 19]. Available from: http://ro.ecu.edu.au/theses/297.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Powell R. Industry value at risk in Australia. [Thesis]. Edith Cowan University; 2007. Available from: http://ro.ecu.edu.au/theses/297

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Ryerson University

9. Mariya Demirova. An empirical application of data envelopment analysis in credit rating.

Degree: MASc, Mechanical Engineering, 2012, Ryerson University

 Data Envelopment Analysis (DEA) is a nonparametric optimization technique that evaluates the relative efficiency of decision-making units and is used in this thesis as an… (more)

Subjects/Keywords: Data envelopment analysis; Credit ratings  – Mathematical models; Performance  – Measurement; Risk  – Mathematical models; Credit scoring systems  – Evaluation

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APA (6th Edition):

Demirova, M. (2012). An empirical application of data envelopment analysis in credit rating. (Masters Thesis). Ryerson University. Retrieved from http://digital.library.ryerson.ca/islandora/object/RULA%3A1391 ;

Chicago Manual of Style (16th Edition):

Demirova, Mariya. “An empirical application of data envelopment analysis in credit rating.” 2012. Masters Thesis, Ryerson University. Accessed August 19, 2017. http://digital.library.ryerson.ca/islandora/object/RULA%3A1391 ;.

MLA Handbook (7th Edition):

Demirova, Mariya. “An empirical application of data envelopment analysis in credit rating.” 2012. Web. 19 Aug 2017.

Vancouver:

Demirova M. An empirical application of data envelopment analysis in credit rating. [Internet] [Masters thesis]. Ryerson University; 2012. [cited 2017 Aug 19]. Available from: http://digital.library.ryerson.ca/islandora/object/RULA%3A1391 ;.

Council of Science Editors:

Demirova M. An empirical application of data envelopment analysis in credit rating. [Masters Thesis]. Ryerson University; 2012. Available from: http://digital.library.ryerson.ca/islandora/object/RULA%3A1391 ;

10. Nguyen, Hai Nam. Contributions to credit risk and interest rate modeling : Contributions à la modélisation du risque de crédit et des taux d'intérêts.

Degree: Docteur es, Mathématiques appliquées, 2014, Evry-Val d'Essonne

Cette thèse traite de plusieurs sujets en mathématiques financières: risque de crédit, optimisation de portefeuille et modélisation des taux d’intérêts. Le chapitre 1 consiste en… (more)

Subjects/Keywords: Maximisation d'utilité; Mathematical finance; Credit risk; Interest rate models

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APA (6th Edition):

Nguyen, H. N. (2014). Contributions to credit risk and interest rate modeling : Contributions à la modélisation du risque de crédit et des taux d'intérêts. (Doctoral Dissertation). Evry-Val d'Essonne. Retrieved from http://www.theses.fr/2013EVRY0038

Chicago Manual of Style (16th Edition):

Nguyen, Hai Nam. “Contributions to credit risk and interest rate modeling : Contributions à la modélisation du risque de crédit et des taux d'intérêts.” 2014. Doctoral Dissertation, Evry-Val d'Essonne. Accessed August 19, 2017. http://www.theses.fr/2013EVRY0038.

MLA Handbook (7th Edition):

Nguyen, Hai Nam. “Contributions to credit risk and interest rate modeling : Contributions à la modélisation du risque de crédit et des taux d'intérêts.” 2014. Web. 19 Aug 2017.

Vancouver:

Nguyen HN. Contributions to credit risk and interest rate modeling : Contributions à la modélisation du risque de crédit et des taux d'intérêts. [Internet] [Doctoral dissertation]. Evry-Val d'Essonne; 2014. [cited 2017 Aug 19]. Available from: http://www.theses.fr/2013EVRY0038.

Council of Science Editors:

Nguyen HN. Contributions to credit risk and interest rate modeling : Contributions à la modélisation du risque de crédit et des taux d'intérêts. [Doctoral Dissertation]. Evry-Val d'Essonne; 2014. Available from: http://www.theses.fr/2013EVRY0038

11. Shi, Ming, 1979-. Local intensity and its dynamics in multi-name credit derivatives modeling:.

Degree: PhD, Mathematics, 2010, Rutgers University

We import the problems and techniques developed for the local volatility model in equity derivatives to multi-name credit modeling, propose and solve analogous problems. In… (more)

Subjects/Keywords: Credit derivatives – Mathematical models

…the dynamics of credit risk. Reduced form models assume that default occurs without warning… …credit models give more or less realistic dynamics of the loss process N (t), and can… …credit modeling inspired by the perspective of local volatility models from equity derivative… …this approach will lead to new multiname credit derivative models. We also plan to… …industry today. In the second section we briefly introduce the mathematical tools used in credit… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Shi, Ming, 1. (2010). Local intensity and its dynamics in multi-name credit derivatives modeling:. (Doctoral Dissertation). Rutgers University. Retrieved from http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052150

Chicago Manual of Style (16th Edition):

Shi, Ming, 1979-. “Local intensity and its dynamics in multi-name credit derivatives modeling:.” 2010. Doctoral Dissertation, Rutgers University. Accessed August 19, 2017. http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052150.

MLA Handbook (7th Edition):

Shi, Ming, 1979-. “Local intensity and its dynamics in multi-name credit derivatives modeling:.” 2010. Web. 19 Aug 2017.

Vancouver:

Shi, Ming 1. Local intensity and its dynamics in multi-name credit derivatives modeling:. [Internet] [Doctoral dissertation]. Rutgers University; 2010. [cited 2017 Aug 19]. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052150.

Council of Science Editors:

Shi, Ming 1. Local intensity and its dynamics in multi-name credit derivatives modeling:. [Doctoral Dissertation]. Rutgers University; 2010. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052150


McGill University

12. Li, Xiaofei, 1972-. Three essays on the pricing of fixed income securities with credit risk.

Degree: PhD, Faculty of Management., 2004, McGill University

 This thesis studies the impacts of credit risk, or the risk of default, on the pricing of fixed income securities. It consists of three essays.… (more)

Subjects/Keywords: Credit  – Mathematical models; Risk management.; Securities  – Valuation  – Mathematical models

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APA (6th Edition):

Li, Xiaofei, 1. (2004). Three essays on the pricing of fixed income securities with credit risk. (Doctoral Dissertation). McGill University. Retrieved from http://digitool.library.mcgill.ca/thesisfile84523.pdf

Chicago Manual of Style (16th Edition):

Li, Xiaofei, 1972-. “Three essays on the pricing of fixed income securities with credit risk.” 2004. Doctoral Dissertation, McGill University. Accessed August 19, 2017. http://digitool.library.mcgill.ca/thesisfile84523.pdf.

MLA Handbook (7th Edition):

Li, Xiaofei, 1972-. “Three essays on the pricing of fixed income securities with credit risk.” 2004. Web. 19 Aug 2017.

Vancouver:

Li, Xiaofei 1. Three essays on the pricing of fixed income securities with credit risk. [Internet] [Doctoral dissertation]. McGill University; 2004. [cited 2017 Aug 19]. Available from: http://digitool.library.mcgill.ca/thesisfile84523.pdf.

Council of Science Editors:

Li, Xiaofei 1. Three essays on the pricing of fixed income securities with credit risk. [Doctoral Dissertation]. McGill University; 2004. Available from: http://digitool.library.mcgill.ca/thesisfile84523.pdf


Hong Kong University of Science and Technology

13. Chu, Chi Chiu. No arbitrage approach for pricing credit spread derivatives.

Degree: 2002, Hong Kong University of Science and Technology

 This thesis develops the no arbitrage approach for pricing credit spread derivatives which have the payoff depending on the terminal value of the credit spread… (more)

Subjects/Keywords: Pricing  – Mathematical models; Credit derivatives  – Mathematical models

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APA (6th Edition):

Chu, C. C. (2002). No arbitrage approach for pricing credit spread derivatives. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b776194 ; http://repository.ust.hk/ir/bitstream/1783.1-5130/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chu, Chi Chiu. “No arbitrage approach for pricing credit spread derivatives.” 2002. Thesis, Hong Kong University of Science and Technology. Accessed August 19, 2017. https://doi.org/10.14711/thesis-b776194 ; http://repository.ust.hk/ir/bitstream/1783.1-5130/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chu, Chi Chiu. “No arbitrage approach for pricing credit spread derivatives.” 2002. Web. 19 Aug 2017.

Vancouver:

Chu CC. No arbitrage approach for pricing credit spread derivatives. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2002. [cited 2017 Aug 19]. Available from: https://doi.org/10.14711/thesis-b776194 ; http://repository.ust.hk/ir/bitstream/1783.1-5130/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chu CC. No arbitrage approach for pricing credit spread derivatives. [Thesis]. Hong Kong University of Science and Technology; 2002. Available from: https://doi.org/10.14711/thesis-b776194 ; http://repository.ust.hk/ir/bitstream/1783.1-5130/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Texas – Austin

14. Tang, Yongjun. Essays on credit risk.

Degree: Finance, 2005, University of Texas – Austin

Subjects/Keywords: Risk; Credit; Risk – Mathematical models; Credit – Mathematical models; Swaps (Finance)

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APA (6th Edition):

Tang, Y. (2005). Essays on credit risk. (Thesis). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/2339

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Tang, Yongjun. “Essays on credit risk.” 2005. Thesis, University of Texas – Austin. Accessed August 19, 2017. http://hdl.handle.net/2152/2339.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Tang, Yongjun. “Essays on credit risk.” 2005. Web. 19 Aug 2017.

Vancouver:

Tang Y. Essays on credit risk. [Internet] [Thesis]. University of Texas – Austin; 2005. [cited 2017 Aug 19]. Available from: http://hdl.handle.net/2152/2339.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tang Y. Essays on credit risk. [Thesis]. University of Texas – Austin; 2005. Available from: http://hdl.handle.net/2152/2339

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

15. Li, Chunhong. Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model.

Degree: 2014, Hong Kong University of Science and Technology

 This thesis consists of three parts and focuses on issues of financial market after the financial crisis. In the first part, we propose two models(more)

Subjects/Keywords: Credit derivatives; Mathematical models; Swaps (Finance); Default (Finance); Financial risk; Risk management

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APA (6th Edition):

Li, C. (2014). Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1302301 ; http://repository.ust.hk/ir/bitstream/1783.1-65676/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Li, Chunhong. “Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model.” 2014. Thesis, Hong Kong University of Science and Technology. Accessed August 19, 2017. https://doi.org/10.14711/thesis-b1302301 ; http://repository.ust.hk/ir/bitstream/1783.1-65676/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Li, Chunhong. “Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model.” 2014. Web. 19 Aug 2017.

Vancouver:

Li C. Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2014. [cited 2017 Aug 19]. Available from: https://doi.org/10.14711/thesis-b1302301 ; http://repository.ust.hk/ir/bitstream/1783.1-65676/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li C. Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model. [Thesis]. Hong Kong University of Science and Technology; 2014. Available from: https://doi.org/10.14711/thesis-b1302301 ; http://repository.ust.hk/ir/bitstream/1783.1-65676/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Hong Kong

16. Li, Tang. Markov chain models for re-manufacturing systems and credit risk management.

Degree: M. Phil., 2008, University of Hong Kong

published_or_final_version

Mathematics

Master

Master of Philosophy

Advisors/Committee Members: Ching, WK, Li, WK.

Subjects/Keywords: Remanufacturing - Mathematical models.; Credit - Mathematical models.; Risk management - Mathematical models.; Markov processes.

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APA (6th Edition):

Li, T. (2008). Markov chain models for re-manufacturing systems and credit risk management. (Masters Thesis). University of Hong Kong. Retrieved from Li, T. [李唐]. (2008). Markov chain models for re-manufacturing systems and credit risk management. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4020370 ; http://dx.doi.org/10.5353/th_b4020370

Chicago Manual of Style (16th Edition):

Li, Tang. “Markov chain models for re-manufacturing systems and credit risk management.” 2008. Masters Thesis, University of Hong Kong. Accessed August 19, 2017. Li, T. [李唐]. (2008). Markov chain models for re-manufacturing systems and credit risk management. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4020370 ; http://dx.doi.org/10.5353/th_b4020370.

MLA Handbook (7th Edition):

Li, Tang. “Markov chain models for re-manufacturing systems and credit risk management.” 2008. Web. 19 Aug 2017.

Vancouver:

Li T. Markov chain models for re-manufacturing systems and credit risk management. [Internet] [Masters thesis]. University of Hong Kong; 2008. [cited 2017 Aug 19]. Available from: Li, T. [李唐]. (2008). Markov chain models for re-manufacturing systems and credit risk management. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4020370 ; http://dx.doi.org/10.5353/th_b4020370.

Council of Science Editors:

Li T. Markov chain models for re-manufacturing systems and credit risk management. [Masters Thesis]. University of Hong Kong; 2008. Available from: Li, T. [李唐]. (2008). Markov chain models for re-manufacturing systems and credit risk management. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4020370 ; http://dx.doi.org/10.5353/th_b4020370


Hong Kong University of Science and Technology

17. Ho, Siu Lam. Lévy LIBOR model and credit risk.

Degree: 2007, Hong Kong University of Science and Technology

 In this thesis, we extend the LIBOR market model (LMM) by allowing the underlying LIBOR to follow a Lévy process, which can be viewed as… (more)

Subjects/Keywords: Interest rates  – Mathematical models; Credit  – Management  – Mathematical models; Risk management  – Mathematical models

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APA (6th Edition):

Ho, S. L. (2007). Lévy LIBOR model and credit risk. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b991366 ; http://repository.ust.hk/ir/bitstream/1783.1-3154/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ho, Siu Lam. “Lévy LIBOR model and credit risk.” 2007. Thesis, Hong Kong University of Science and Technology. Accessed August 19, 2017. https://doi.org/10.14711/thesis-b991366 ; http://repository.ust.hk/ir/bitstream/1783.1-3154/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ho, Siu Lam. “Lévy LIBOR model and credit risk.” 2007. Web. 19 Aug 2017.

Vancouver:

Ho SL. Lévy LIBOR model and credit risk. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2007. [cited 2017 Aug 19]. Available from: https://doi.org/10.14711/thesis-b991366 ; http://repository.ust.hk/ir/bitstream/1783.1-3154/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ho SL. Lévy LIBOR model and credit risk. [Thesis]. Hong Kong University of Science and Technology; 2007. Available from: https://doi.org/10.14711/thesis-b991366 ; http://repository.ust.hk/ir/bitstream/1783.1-3154/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

18. Leung, Kwai Sun. Essays on exotic option pricing and credit risk modeling.

Degree: 2006, Hong Kong University of Science and Technology

 In the first part of this thesis, I make use of the notion of excursion and occu-pation time of a diffusion process to study the… (more)

Subjects/Keywords: Options (Finance)  – Prices  – Mathematical models; Credit  – Management  – Mathematical models; Risk management  – Mathematical models

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Leung, K. S. (2006). Essays on exotic option pricing and credit risk modeling. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b930774 ; http://repository.ust.hk/ir/bitstream/1783.1-2721/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Leung, Kwai Sun. “Essays on exotic option pricing and credit risk modeling.” 2006. Thesis, Hong Kong University of Science and Technology. Accessed August 19, 2017. https://doi.org/10.14711/thesis-b930774 ; http://repository.ust.hk/ir/bitstream/1783.1-2721/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Leung, Kwai Sun. “Essays on exotic option pricing and credit risk modeling.” 2006. Web. 19 Aug 2017.

Vancouver:

Leung KS. Essays on exotic option pricing and credit risk modeling. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2006. [cited 2017 Aug 19]. Available from: https://doi.org/10.14711/thesis-b930774 ; http://repository.ust.hk/ir/bitstream/1783.1-2721/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Leung KS. Essays on exotic option pricing and credit risk modeling. [Thesis]. Hong Kong University of Science and Technology; 2006. Available from: https://doi.org/10.14711/thesis-b930774 ; http://repository.ust.hk/ir/bitstream/1783.1-2721/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Macquarie University

19. Gurny, Martin. Default probabilities in credit risk management: estimation, model calibration and backtesting.

Degree: Applied Finance and Actuarial Studies, Faculty of Business and Economics, Macquarie University Sydney, Australia andDepartment o, 2016, Macquarie University

Theoretical thesis.

Bibliography: pages 171-181.

1. Introduction  – 2. Structural credit risk models with subordinated processes  – 3. Prediction of U.S. commercial bank failures via… (more)

Subjects/Keywords: Financial risk management  – Mathematical models; Probabilities  – Mathematical models; credit risk; PD; structural models; stable Paretian distributions; credit scoring models; FFIEC database; hazard model; renewable energy; EDF measure; asset pricing models; raw and risk-adjusted returns

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APA (6th Edition):

Gurny, M. (2016). Default probabilities in credit risk management: estimation, model calibration and backtesting. (Doctoral Dissertation). Macquarie University. Retrieved from http://hdl.handle.net/1959.14/1150613

Chicago Manual of Style (16th Edition):

Gurny, Martin. “Default probabilities in credit risk management: estimation, model calibration and backtesting.” 2016. Doctoral Dissertation, Macquarie University. Accessed August 19, 2017. http://hdl.handle.net/1959.14/1150613.

MLA Handbook (7th Edition):

Gurny, Martin. “Default probabilities in credit risk management: estimation, model calibration and backtesting.” 2016. Web. 19 Aug 2017.

Vancouver:

Gurny M. Default probabilities in credit risk management: estimation, model calibration and backtesting. [Internet] [Doctoral dissertation]. Macquarie University; 2016. [cited 2017 Aug 19]. Available from: http://hdl.handle.net/1959.14/1150613.

Council of Science Editors:

Gurny M. Default probabilities in credit risk management: estimation, model calibration and backtesting. [Doctoral Dissertation]. Macquarie University; 2016. Available from: http://hdl.handle.net/1959.14/1150613


Virginia Tech

20. Datta, Bipasa. Essays on credit rationing and borrowing constraints.

Degree: Economics, 1991, Virginia Tech

see document Advisors/Committee Members: Eckel, Catherine C. (committee member), Loewenstein, Mark A. (committee member), Steinberg, Richard (committee member), Haller, Hans H. (committeecochair), Ioannides, Yannis M. (committeecochair).

Subjects/Keywords: Consumer credit Mathematical models.; Bank loans Mathematical models.; Credit control Mathematical models.; LD5655.V856 1991.D379

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APA (6th Edition):

Datta, B. (1991). Essays on credit rationing and borrowing constraints. (Thesis). Virginia Tech. Retrieved from http://hdl.handle.net/10919/37414

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Datta, Bipasa. “Essays on credit rationing and borrowing constraints.” 1991. Thesis, Virginia Tech. Accessed August 19, 2017. http://hdl.handle.net/10919/37414.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Datta, Bipasa. “Essays on credit rationing and borrowing constraints.” 1991. Web. 19 Aug 2017.

Vancouver:

Datta B. Essays on credit rationing and borrowing constraints. [Internet] [Thesis]. Virginia Tech; 1991. [cited 2017 Aug 19]. Available from: http://hdl.handle.net/10919/37414.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Datta B. Essays on credit rationing and borrowing constraints. [Thesis]. Virginia Tech; 1991. Available from: http://hdl.handle.net/10919/37414

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Indian Institute of Science

21. Banerjee, Tamal. Analyzing Credit Risk Models In A Regime Switching Market.

Degree: 2012, Indian Institute of Science

 Recently, the financial world witnessed a series of major defaults by several institutions and investment banks. Therefore, it is not at all surprising that credit(more)

Subjects/Keywords: Mathematical Finance; Credit Risk Model; Regime Switching Market; Credit Risk Analysis; Credit Derivatives Market; Defaultable Bonds - Pricing; Credit Derivatives Prices; Markov Modulated Market; Reduced Form Model; Regime Switching Models; Credit Risk; Financial Economics

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APA (6th Edition):

Banerjee, T. (2012). Analyzing Credit Risk Models In A Regime Switching Market. (Thesis). Indian Institute of Science. Retrieved from http://hdl.handle.net/2005/2517

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Banerjee, Tamal. “Analyzing Credit Risk Models In A Regime Switching Market.” 2012. Thesis, Indian Institute of Science. Accessed August 19, 2017. http://hdl.handle.net/2005/2517.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Banerjee, Tamal. “Analyzing Credit Risk Models In A Regime Switching Market.” 2012. Web. 19 Aug 2017.

Vancouver:

Banerjee T. Analyzing Credit Risk Models In A Regime Switching Market. [Internet] [Thesis]. Indian Institute of Science; 2012. [cited 2017 Aug 19]. Available from: http://hdl.handle.net/2005/2517.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Banerjee T. Analyzing Credit Risk Models In A Regime Switching Market. [Thesis]. Indian Institute of Science; 2012. Available from: http://hdl.handle.net/2005/2517

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

22. Kong, Jean Jin. Topics on strategic games between two asymmetric firms and pricing of credit default swap by multi-variate rational lognormal model.

Degree: 2006, Hong Kong University of Science and Technology

 In this thesis, we study two main topics. One is related to Real Options of competing firms and the other on pricing credit default swap… (more)

Subjects/Keywords: Strategic planning  – Mathematical models; Real options (Finance)  – Mathematical models; Game theory  – Mathematical models; Credit derivatives  – Mathematical models

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kong, J. J. (2006). Topics on strategic games between two asymmetric firms and pricing of credit default swap by multi-variate rational lognormal model. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b938165 ; http://repository.ust.hk/ir/bitstream/1783.1-2856/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kong, Jean Jin. “Topics on strategic games between two asymmetric firms and pricing of credit default swap by multi-variate rational lognormal model.” 2006. Thesis, Hong Kong University of Science and Technology. Accessed August 19, 2017. https://doi.org/10.14711/thesis-b938165 ; http://repository.ust.hk/ir/bitstream/1783.1-2856/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kong, Jean Jin. “Topics on strategic games between two asymmetric firms and pricing of credit default swap by multi-variate rational lognormal model.” 2006. Web. 19 Aug 2017.

Vancouver:

Kong JJ. Topics on strategic games between two asymmetric firms and pricing of credit default swap by multi-variate rational lognormal model. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2006. [cited 2017 Aug 19]. Available from: https://doi.org/10.14711/thesis-b938165 ; http://repository.ust.hk/ir/bitstream/1783.1-2856/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kong JJ. Topics on strategic games between two asymmetric firms and pricing of credit default swap by multi-variate rational lognormal model. [Thesis]. Hong Kong University of Science and Technology; 2006. Available from: https://doi.org/10.14711/thesis-b938165 ; http://repository.ust.hk/ir/bitstream/1783.1-2856/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

23. Leung, Seng Yuen. Analysis of counterparty risks and derivative pricing under stochastic volatility.

Degree: 2004, Hong Kong University of Science and Technology

 The understanding of correlation between default events is of importance to credit risk analysis, portfolio management and valuation of credit sensitive instruments. In the first… (more)

Subjects/Keywords: Risk management  – Mathematical models; Derivative securities  – Prices  – Mathematical models; Credit derivatives  – Mathematical models; Stochastic processes  – Mathematical models

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APA (6th Edition):

Leung, S. Y. (2004). Analysis of counterparty risks and derivative pricing under stochastic volatility. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b839554 ; http://repository.ust.hk/ir/bitstream/1783.1-2103/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Leung, Seng Yuen. “Analysis of counterparty risks and derivative pricing under stochastic volatility.” 2004. Thesis, Hong Kong University of Science and Technology. Accessed August 19, 2017. https://doi.org/10.14711/thesis-b839554 ; http://repository.ust.hk/ir/bitstream/1783.1-2103/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Leung, Seng Yuen. “Analysis of counterparty risks and derivative pricing under stochastic volatility.” 2004. Web. 19 Aug 2017.

Vancouver:

Leung SY. Analysis of counterparty risks and derivative pricing under stochastic volatility. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2004. [cited 2017 Aug 19]. Available from: https://doi.org/10.14711/thesis-b839554 ; http://repository.ust.hk/ir/bitstream/1783.1-2103/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Leung SY. Analysis of counterparty risks and derivative pricing under stochastic volatility. [Thesis]. Hong Kong University of Science and Technology; 2004. Available from: https://doi.org/10.14711/thesis-b839554 ; http://repository.ust.hk/ir/bitstream/1783.1-2103/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


East Carolina University

24. Bennett, Jessica J. The Effect of the Mathematics of Finance on the Dynamics of a Credit Economy.

Degree: 2012, East Carolina University

 The general equilibrium theory of J.M. Keynes was developed in the 1930's to help explain the great depression and prevent future economic downturns.   Out of… (more)

Subjects/Keywords: Mathematics; Economics; Finance; Credit economy; Delay differential equations; Dynamics; Eigenvalues; Economics – Mathematical models; Keynesian economics; IS-LM model (Macroeconomics)

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APA (6th Edition):

Bennett, J. J. (2012). The Effect of the Mathematics of Finance on the Dynamics of a Credit Economy. (Thesis). East Carolina University. Retrieved from http://hdl.handle.net/10342/3844

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Bennett, Jessica J. “The Effect of the Mathematics of Finance on the Dynamics of a Credit Economy.” 2012. Thesis, East Carolina University. Accessed August 19, 2017. http://hdl.handle.net/10342/3844.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Bennett, Jessica J. “The Effect of the Mathematics of Finance on the Dynamics of a Credit Economy.” 2012. Web. 19 Aug 2017.

Vancouver:

Bennett JJ. The Effect of the Mathematics of Finance on the Dynamics of a Credit Economy. [Internet] [Thesis]. East Carolina University; 2012. [cited 2017 Aug 19]. Available from: http://hdl.handle.net/10342/3844.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bennett JJ. The Effect of the Mathematics of Finance on the Dynamics of a Credit Economy. [Thesis]. East Carolina University; 2012. Available from: http://hdl.handle.net/10342/3844

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Stellenbosch University

25. Walljee, Raabia. The Levy-LIBOR model with default risk.

Degree: MSc, 2015, Stellenbosch University

ENGLISH ABSTRACT : In recent years, the use of Lévy processes as a modelling tool has come to be viewed more favourably than the use… (more)

Subjects/Keywords: Levy processes; Levy Libor model; Credit risk management; UCTD; Finance  – Mathematical models; Financial risk management; Brownian motion processes; Brownian motion processes

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APA (6th Edition):

Walljee, R. (2015). The Levy-LIBOR model with default risk. (Masters Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/96957

Chicago Manual of Style (16th Edition):

Walljee, Raabia. “The Levy-LIBOR model with default risk.” 2015. Masters Thesis, Stellenbosch University. Accessed August 19, 2017. http://hdl.handle.net/10019.1/96957.

MLA Handbook (7th Edition):

Walljee, Raabia. “The Levy-LIBOR model with default risk.” 2015. Web. 19 Aug 2017.

Vancouver:

Walljee R. The Levy-LIBOR model with default risk. [Internet] [Masters thesis]. Stellenbosch University; 2015. [cited 2017 Aug 19]. Available from: http://hdl.handle.net/10019.1/96957.

Council of Science Editors:

Walljee R. The Levy-LIBOR model with default risk. [Masters Thesis]. Stellenbosch University; 2015. Available from: http://hdl.handle.net/10019.1/96957

26. Nezami Narajabad, Borghan, 1979-. Essays on dynamic markets with heterogeneous agents.

Degree: Economics, 2007, University of Texas – Austin

Subjects/Keywords: Diversification in industry – Mathematical models; Consumers' preferences – Mathematical models; Supply and demand – Mathematical models; Competition – Mathematical models; Duopolies – Mathematical models; Technological innovations – Mathematical models; Consumer credit – Mathematical models; Default (Finance) – Mathematical models; Credit ratings – Mathematical models

…method of modeling the credit market would be employing dynamic signaling models; these models… …filings have quadrupled and the level of credit card debt has doubled. I try to explain both of… …these facts as a result of a more informative credit rating technology. I consider an… …As the signal becomes more informative, the credit market will provide a higher credit… …cost of default. Using SMM, I estimate the model to match data on the averages of credit… 

Page 1 Page 2 Page 3 Page 4 Page 5

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APA (6th Edition):

Nezami Narajabad, Borghan, 1. (2007). Essays on dynamic markets with heterogeneous agents. (Thesis). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/13315

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nezami Narajabad, Borghan, 1979-. “Essays on dynamic markets with heterogeneous agents.” 2007. Thesis, University of Texas – Austin. Accessed August 19, 2017. http://hdl.handle.net/2152/13315.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nezami Narajabad, Borghan, 1979-. “Essays on dynamic markets with heterogeneous agents.” 2007. Web. 19 Aug 2017.

Vancouver:

Nezami Narajabad, Borghan 1. Essays on dynamic markets with heterogeneous agents. [Internet] [Thesis]. University of Texas – Austin; 2007. [cited 2017 Aug 19]. Available from: http://hdl.handle.net/2152/13315.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nezami Narajabad, Borghan 1. Essays on dynamic markets with heterogeneous agents. [Thesis]. University of Texas – Austin; 2007. Available from: http://hdl.handle.net/2152/13315

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

27. Mbongo Nkounga, Jeffrey Ted Johnattan. Building Interest Rate Curves and SABR Model Calibration.

Degree: MSc, 2015, Stellenbosch University

ENGLISH ABSTRACT : In this thesis, we first review the traditional pre-credit crunch approach that considers a single curve to consistently price all instruments. We… (more)

Subjects/Keywords: Pre-credit crunch; Interest rate; SABR model; UCTD; Interest rates  – Mathematical models; Finance  – Mathematical models

…https://scholar.sun.ac.za Chapter 1 Introduction Before the 2007-2008 credit crunch, the… …volatility models such as the SABR model. The SABR model was first introduced by Hagan et al… …the traditional pre-credit crunch approach that considers a single curve to consistently… …modern post-credit framework. Furthermore, we review the calibration of the SABR model and we… …overview of a number of changes that have taken place in the financial markets since the credit… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Mbongo Nkounga, J. T. J. (2015). Building Interest Rate Curves and SABR Model Calibration. (Masters Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/96965

Chicago Manual of Style (16th Edition):

Mbongo Nkounga, Jeffrey Ted Johnattan. “Building Interest Rate Curves and SABR Model Calibration.” 2015. Masters Thesis, Stellenbosch University. Accessed August 19, 2017. http://hdl.handle.net/10019.1/96965.

MLA Handbook (7th Edition):

Mbongo Nkounga, Jeffrey Ted Johnattan. “Building Interest Rate Curves and SABR Model Calibration.” 2015. Web. 19 Aug 2017.

Vancouver:

Mbongo Nkounga JTJ. Building Interest Rate Curves and SABR Model Calibration. [Internet] [Masters thesis]. Stellenbosch University; 2015. [cited 2017 Aug 19]. Available from: http://hdl.handle.net/10019.1/96965.

Council of Science Editors:

Mbongo Nkounga JTJ. Building Interest Rate Curves and SABR Model Calibration. [Masters Thesis]. Stellenbosch University; 2015. Available from: http://hdl.handle.net/10019.1/96965


Montana State University

28. Pidruchney, Patricia. Loan refinancing decision model.

Degree: 1984, Montana State University

Subjects/Keywords: Agricultural credit United States Mathematical models.; Interest rates United States.; Finance charges United States.; Loans United States.

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APA (6th Edition):

Pidruchney, P. (1984). Loan refinancing decision model. (Thesis). Montana State University. Retrieved from http://scholarworks.montana.edu/xmlui/handle/1/5905

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pidruchney, Patricia. “Loan refinancing decision model.” 1984. Thesis, Montana State University. Accessed August 19, 2017. http://scholarworks.montana.edu/xmlui/handle/1/5905.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pidruchney, Patricia. “Loan refinancing decision model.” 1984. Web. 19 Aug 2017.

Vancouver:

Pidruchney P. Loan refinancing decision model. [Internet] [Thesis]. Montana State University; 1984. [cited 2017 Aug 19]. Available from: http://scholarworks.montana.edu/xmlui/handle/1/5905.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pidruchney P. Loan refinancing decision model. [Thesis]. Montana State University; 1984. Available from: http://scholarworks.montana.edu/xmlui/handle/1/5905

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

29. Alipoe, Dovi-Akue K. Econometric analysis of the structural relationships of the U.S. cotton economy.

Degree: Agriculture, 1984, Texas Tech University

 The federal government has intervened extensively in the cotton economy of the U.S. since 1933. After five decades, governmental policies and economic and technological developments… (more)

Subjects/Keywords: Commodity Credit Corporation; Cotton  – Prices; Cotton  – Economic aspects  – United States; Cotton trade  – United States; Cotton trade  – United States  – Mathematical models

…Price, Equation 4.23. 112 7. Comparison of Alternative Models on the Basis of Root Mean… …practice, the Commodity Credit Corporation loan rate served as a floor below which farm level… …structural parameters of the U.S. cotton sector models with alternative single equation and multi… …equation methodologies. (2) Evaluate the relative performance of alternative models… …acreage control, selected Commodity Credit Corporation loan rate, and export financing… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Alipoe, D. K. (1984). Econometric analysis of the structural relationships of the U.S. cotton economy. (Doctoral Dissertation). Texas Tech University. Retrieved from http://hdl.handle.net/2346/22348

Chicago Manual of Style (16th Edition):

Alipoe, Dovi-Akue K. “Econometric analysis of the structural relationships of the U.S. cotton economy.” 1984. Doctoral Dissertation, Texas Tech University. Accessed August 19, 2017. http://hdl.handle.net/2346/22348.

MLA Handbook (7th Edition):

Alipoe, Dovi-Akue K. “Econometric analysis of the structural relationships of the U.S. cotton economy.” 1984. Web. 19 Aug 2017.

Vancouver:

Alipoe DK. Econometric analysis of the structural relationships of the U.S. cotton economy. [Internet] [Doctoral dissertation]. Texas Tech University; 1984. [cited 2017 Aug 19]. Available from: http://hdl.handle.net/2346/22348.

Council of Science Editors:

Alipoe DK. Econometric analysis of the structural relationships of the U.S. cotton economy. [Doctoral Dissertation]. Texas Tech University; 1984. Available from: http://hdl.handle.net/2346/22348


University of Florida

30. Shehata, Mohamed Marghany, 1947-. The impact of SFAS No. 2 and the Economic Recovery Tax Act of 1981 on firms' R&D spending behavior.

Degree: 1988, University of Florida

Subjects/Keywords: Research, Industrial  – Accounting  – Standards ( lcsh ); Research, Industrial  – Accounting  – Mathematical models ( lcsh ); Research and development tax credit  – United States ( lcsh ); Corporations  – Accounting  – United States ( lcsh ); Accounting thesis Ph. D; Dissertations, Academic  – Accounting  – UF

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Shehata, Mohamed Marghany, 1. (1988). The impact of SFAS No. 2 and the Economic Recovery Tax Act of 1981 on firms' R&D spending behavior. (Thesis). University of Florida. Retrieved from http://ufdc.ufl.edu/AA00022499

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Shehata, Mohamed Marghany, 1947-. “The impact of SFAS No. 2 and the Economic Recovery Tax Act of 1981 on firms' R&D spending behavior.” 1988. Thesis, University of Florida. Accessed August 19, 2017. http://ufdc.ufl.edu/AA00022499.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Shehata, Mohamed Marghany, 1947-. “The impact of SFAS No. 2 and the Economic Recovery Tax Act of 1981 on firms' R&D spending behavior.” 1988. Web. 19 Aug 2017.

Vancouver:

Shehata, Mohamed Marghany 1. The impact of SFAS No. 2 and the Economic Recovery Tax Act of 1981 on firms' R&D spending behavior. [Internet] [Thesis]. University of Florida; 1988. [cited 2017 Aug 19]. Available from: http://ufdc.ufl.edu/AA00022499.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Shehata, Mohamed Marghany 1. The impact of SFAS No. 2 and the Economic Recovery Tax Act of 1981 on firms' R&D spending behavior. [Thesis]. University of Florida; 1988. Available from: http://ufdc.ufl.edu/AA00022499

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.