✦ LIBER ✦

Interest risk and default risk: A conditional volatility study

✍ Scribed by Francisco Escribano Sotos

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Sovereign default risk and volatility

✍ Christian Daude 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 325 KB

Pricing VXX option with default risk and

✍ Qunfang Bao; Shenghong Li; Donggeng Gong 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 472 KB

Market conditions, default risk and cred

✍ Dragon Yongjun Tang; Hong Yan 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 262 KB

A note on the Black–Scholes implied vola

✍ Shuichi Ohsaki; Takaaki Ozeki; Yuji Umezawa; Akira Yamazaki 📂 Article 📅 2010 🏛 Wiley (John Wiley & Sons) ⚖ 152 KB

DURATION, DEFAULT RISK, AND THE TERM STR

✍ Yan Alice Xie; Sheen Liu; Chunchi Wu 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 106 KB

Pricing model of interest rate swap with

✍ Xiaofeng Yang; Jinping Yu; Shenghong Li; Albert Jerry Cristoforo; Xiaohu Yang 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 409 KB