DOCUMENT RESOURCES FOR EVERYONE
Documents tagged
Documents Forecasting Default With the KMV-Merton Model

Forecasting Default with the KMV-Merton Model Sreedhar T Bharath and Tyler Shumway∗ University of Michigan April 26, 2005 Abstract We examine the accuracy and contribution…

Economy & Finance Credit risk management (2)

1. 1Credit Risk Management Elements of Financial Risk Management Chapter 12 Peter ChristoffersenElements of Financial Risk Management Second Edition © 2012 by Peter Christoffersen…

Economy & Finance Why You Should Avoid Trading Options All Together

1. WHY YOU SHOULD AVOID TRADING OPTIONS ALL TOGETHER 2. Option trading is complicated and you should probably stay away. I’m not kidding. Did you know the guys who created…

Documents Capital Structure Arbitrage

School of HEC at University of Lausanne Institute of Banking and Finance Master of Science in Banking and Finance Master Thesis Capital Structure Arbitrage Strategies: Models,…

Business Real options apim

1. Real Options Dr. P.K. Gupta 2. Real Option(RO) A real option is an option where the underlying asset is a real asset. Real Option on Projects are the most popular forms…

Documents Components of Corporate Credit Spreads Robert Geske Components of Corporate Credit Spreads Presented...

Slide 1Components of Corporate Credit Spreads Robert Geske Components of Corporate Credit Spreads Presented By Robert Geske Professor UCLA Universitat Karlsruhe December…

Business A decade of CDO pricing

1. A Decade of CDO Pricing World Congress on Computational Finance Jon Gregory [email_address] March 26 th2007 trant: Cover Option 2 2. Growth of Structured Credit Products…

Documents Essays in derivatives

1. ESSAYSIN DERIVATIVESRisk-Transfer Tools and Topics Made Easy SECOND EDITION Don M. Chance, Ph.D., CFA 2. Essays in Derivatives 3. Essays in Derivatives Risk-Transfer Tools…

Documents Financial Recipes in C++

Financial Numerical Recipes in C . ++ Bernt Arne Ødegaard April 2007 5.1 5.2 The interchangeability of discount factors, spot interest rates and forward interest rates .…

Documents Federico Thibaud - Capital Structure Arbitrage

1. MIT SLOAN SCHOOL OF MANAGEMENT An update on Capital Structure Arbitrage 15.961: Independent Study Federico Thibaud 12/10/2015 Abstract: This paper offers a review of existing…