Risk neutral

Results: 391



#Item
301DYNAMIC CREDIT CORRELATION MODELING C. ALBANESE, O. CHEN, A. DALESSANDRO, AND A. VIDLER Abstract. As the market for credit baskets and single tranche bespoke CDOs keeps growing very rapidly, we witness a lively debate ab

DYNAMIC CREDIT CORRELATION MODELING C. ALBANESE, O. CHEN, A. DALESSANDRO, AND A. VIDLER Abstract. As the market for credit baskets and single tranche bespoke CDOs keeps growing very rapidly, we witness a lively debate ab

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:17
302Inflācijas gaidas Latvijā: patērētāju apsekojuma rezultāti

Inflācijas gaidas Latvijā: patērētāju apsekojuma rezultāti

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Source URL: www.macroeconomics.lv

Language: English - Date: 2010-12-07 10:08:35
303DISCRETE CREDIT BARRIER MODELS CLAUDIO ALBANESE AND OLIVER X. CHEN Abstract. The model introduced in this article is designed to provide a consistent representation for both the real-world and pricing measures for the cr

DISCRETE CREDIT BARRIER MODELS CLAUDIO ALBANESE AND OLIVER X. CHEN Abstract. The model introduced in this article is designed to provide a consistent representation for both the real-world and pricing measures for the cr

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:19
304The Janus-headed salvation: sovereign and bank credit risk premia during[removed]

The Janus-headed salvation: sovereign and bank credit risk premia during[removed]

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Source URL: www.ecb.europa.eu

Language: English - Date: 2009-12-11 04:23:09
305Interpreting implied risk-neutral densities: the role of risk premia

Interpreting implied risk-neutral densities: the role of risk premia

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Source URL: www.ecb.europa.eu

Language: English - Date: 2004-02-02 11:13:57
    306Estimating and analysing currency options implied risk-neutral density functions for the largest new EU member states

    Estimating and analysing currency options implied risk-neutral density functions for the largest new EU member states

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    Source URL: www.ecb.europa.eu

    Language: English - Date: 2005-03-02 09:33:13
    307HOW ARBITRAGE-FREE IS THE NELSON-SIEGEL MODEL?

    HOW ARBITRAGE-FREE IS THE NELSON-SIEGEL MODEL?

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    Source URL: www.ecb.europa.eu

    Language: English - Date: 2008-02-27 09:08:23
    308Bubbles and Credit Constraints Jianjun Miaoy Pengfei Wangz  July 5, 2013

    Bubbles and Credit Constraints Jianjun Miaoy Pengfei Wangz July 5, 2013

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    Source URL: fakultaetsseminar.uni-mannheim.de

    Language: English - Date: 2013-10-02 10:17:30
    309INTERVIEW GUIDE Let us help, visit us today: 248 Flanner Hall | careercenter. nd.edu  | ([removed] | [removed]

    INTERVIEW GUIDE Let us help, visit us today: 248 Flanner Hall | careercenter. nd.edu | ([removed] | [removed]

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    Source URL: careercenter.nd.edu

    Language: English - Date: 2014-05-05 15:09:23
    310Global Valuation Approach, an Application to Interest Rates Giovanni Bruno November 6, 2012  Contents

    Global Valuation Approach, an Application to Interest Rates Giovanni Bruno November 6, 2012 Contents

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    Source URL: www.albanese.co.uk

    Language: English - Date: 2014-03-17 15:14:37