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Merton Model
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51	Implied Migration Rates from Credit Barrier Models∗ Claudio Albanese†, Oliver X. Chen Department of Mathematics, 100 St. George Street, University of Toronto, M5S 3G3, Toronto, Canada‡ February 24, 2005 Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:18 United States housing bubble Mathematical finance Fixed income market Financial risk Merton Model Credit default swap Credit rating agency Yield curve Credit risk Financial economics Finance Investment
52	WO R K I N G PA P E R S E R I E S NO[removed]AUGUST 2007 IS THE CORPORATE BOND MARKET FORWARD LOOKING? Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2007-08-17 10:19:27 Finance Investment Implied volatility Stochastic volatility Volatility Merton Model Black–Scholes Bond Volatility smile Financial economics Mathematical finance Options
53	Pricing Default Risk: The Good, The Bad, and The Anomaly Sara Ferreira Filipe Theoharry Grammatikos Dimitra Michala Add to Reading List Source URL: www.eif.europa.eu Language: English - Date: 2014-06-17 12:47:02 Economics Financial risk VIX Beta Systematic risk Merton Model Quantitative analyst Credit default swap Euro Financial economics Finance Mathematical finance
54	Wo r k i n g Pa P e r S e r i e S no[removed]auguSt 2009 an emPirical Study on the decouPling movementS betWeen Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2009-10-09 10:29:05 United States housing bubble Financial markets Corporate bond Credit default swap Merton Model Credit derivative Liquidity risk Yield spread Bond Financial economics Economics Finance
55	Pricing Default Risk: The Good, The Bad, and The Anomaly Sara Ferreira Filipe Theoharry Grammatikos Dimitra Michala Add to Reading List Source URL: www.eif.org Language: English - Date: 2014-06-17 12:33:47 Economics Financial risk VIX Beta Systematic risk Merton Model Quantitative analyst Credit default swap Euro Financial economics Finance Mathematical finance
56	arXiv:1302.6629v1 [q-fin.PR] 27 Feb[removed]CoCo Bonds Valuation with Equity- and Credit-Calibrated First Passage Structural Models Damiano Brigo∗ Add to Reading List Source URL: arxiv.org Language: English - Date: 2013-02-27 20:18:09 Corporate finance Financial risk United States housing bubble Financial markets Damiano Brigo Merton Model Cost of capital Convertible bond Valuation Financial economics Finance Economics
57	KAMAKURA RISK INFORMATION SER VICES VERSION 7.0 Add to Reading List Source URL: www.kamakuraco.com Language: English - Date: 2011-06-09 14:37:59 Economics Mathematical finance Debt Credit Merton Model Credit risk Corporate finance Valuation Modern portfolio theory Financial economics Finance Financial risk
58	KAMAKURA RISK INFORMATION SER VICES VERSION 7.0 Add to Reading List Source URL: www.kamakuraco.com Language: English - Date: 2011-09-12 15:27:03 Financial risk United States housing bubble Mathematical finance Merton Model Valuation Credit risk Modern portfolio theory Default Basel III Financial economics Finance Economics
59	KAMAKURA RISK INFORMATION SER VICES VERSION 7.0 Add to Reading List Source URL: www.kamakuraco.com Language: English - Date: 2009-03-31 10:26:36 Financial risk Credit Debt Financial crises Merton Model Default Credit risk Corporate finance Sovereign default Financial economics Economics Finance
60	Credit Risk easuring the Risk Add to Reading List Source URL: www.kamakuraco.com Language: English - Date: 2008-10-16 17:06:18 United States housing bubble Credit Financial risk Merton Model Debt Credit default swap Credit risk Default Collateralized debt obligation Financial economics Finance Economics

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