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Pricing and hedging of portfolio credit derivatives with interacting default intensities

机译：具有违约强度相互作用的投资组合信用衍生产品的定价和对冲

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Rüdiger Frey; Jochen Backhaus;
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年度 2008
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1. PRICING AND HEDGING OF PORTFOLIO CREDIT DERIVATIVES WITH INTERACTING DEFAULT INTENSITIES [J] . RüDIGER FREY, JOCHEN BACKHAUS International journal of theoretical and applied finance . 2008,第6期

机译：具有缺省缺损强度的组合信用凭证的定价和对冲
2. Valuation of Portfolio Credit Derivatives with Default Intensities Using the Vasicek Model [J] . Jin Liang, Jun Mei Ma, Tao Wang, Asia-Pacific Financial Markets . 2011,第1期

机译：使用Vasicek模型对具有违约强度的投资组合信用衍生品进行评估
3. Hedging of a credit default swaption in the CIR default intensity model [J] . Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski Finance and Stochastics . 2011,第3期

机译：在CIR默认强度模型中对冲信用违约掉期
4. The Pricing of Credit Default Swaps with Counterparty Risk: Interacting Intensities Model under Regime Switching [C] . DONG Yinghui International institute of statistics management engineering symposium . 2011

机译：具有交易对手风险的信用违约互换的定价：制度转换下的互动强度模型
5. Essays on pricing, hedging and calibrating credit and interest rate derivatives [D] . Errais, Eymen. 2006

机译：定价，对冲和校准信贷和利率衍生工具的论文
6. Bet-hedging via polyandry: a comment on ‘Mating portfolios: bet-hedging sexual selection and female multiple mating’ [O] . Jonathan M. Henshaw, Luke Holman 2015

机译：通过一妻多夫进行对冲：评论交配投资组合：对冲性选择和女性多重交配
7. Credit derivatives: instruments of hedging and factors of instability. The example of “Credit Default Swaps” on French reference entities. [O] . Nathalie Rey 100

机译：信用衍生工具：套期保值工具和不稳定因素。法国参考实体的“信用违约掉期”示例。

Pricing and hedging of portfolio credit derivatives with interacting default intensities

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