1,721,000 research outputs found
"Pricing defaultables bonds: a new model combining structural information with the reduced-form approach." Quaderno del Dipartimento di Scienze Sociali, N.23 - Ancona- 2008
No full text" A numerical method to price defaultable bonds based on the Madan and Unal credit risk model". Quaderno del Dipartimento di Scienze Sociali, N.17-2007
No full textValuing risky debt: A new model combining structural information with the reduced-form approach
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Boundary Elements and other mesh reduction methods for Finance, Economics, Probability and Statistics
Full text link" A numerical method to price european derivatives based on the one factor Libor market model of interest rates" Quaderno del Dipartimento di Scienze Sociali, N.13 -Anno III, ANCONA 2007
No full textStability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology
No full textA very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance
No full textPricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach
No full textA numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model Quaderno del Dipartimento di Scienze Sociali, N.5 - 2005
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