The Pricing Implications of Counterparty Risk for Non-Linear Credit Products

Journal of Credit Risk - United States
doi 10.21314/jcr.2005.024
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Infopro Digital Services Ltd

Related search

Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement

Journal of Credit Risk
EconomicsEconometricsFinance
2014English

Nonlinear Monte Carlo Schemes for Counterparty Risk on Credit Derivatives

Springer Proceedings in Mathematics and Statistics
Mathematics
2016English

The Pricing of Portfolio Credit Risk

SSRN Electronic Journal
2006English

A Comparison of Bond Pricing Models in the Pricing of Credit Risk

SSRN Electronic Journal
1999English

Pricing Government Credit: A New Method for Determining Government Credit Risk Exposure

SSRN Electronic Journal
2018English

The Credit Risk Pricing With Particle Filter Approach

2006English

A BSDE With Delayed Generator Approach to Pricing Under Counterparty Risk and Collateralization

International Journal of Stochastic Analysis
StatisticsProbabilityApplied MathematicsAnalysisSimulationModeling
2016English

Hazardous Immorality: Strategic Externalization of Risk and Credit Pricing

Journal of Risk Finance
AccountingFinance
2012English

Competitive Non-Linear Pricing and Bundling

Review of Economic Studies
EconomicsEconometrics
2009English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy