Modélisation du risque de défaut en entreprise
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- Type
- dissertation
- Published
- 2007-12-14
- Cited by
- 7
- References
- 77
- Access
- Open access
- OpenAlex
- https://openalex.org/W137484902
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:115321129
Keywords
Humanities, Physics, Philosophy
References
- Approche structurelle du risque de crédit avec des processus mixtes diffusion-sauts
- Evaluation d'actifs et politiques optimales de la firme en présence de risque de défaut
- Processus à sauts et risque de défaut
- Introductory Lectures on Fluctuations of Lévy Processes with Applications
- Modelisation de la volatilite d'un actif financier et applications
- Capacités et processus stochastiques
- Locally Minimizing the Credit Risk
- Probabilités et potentiel
- Applied stochastic models and control in management
- Optimal Shortfall Hedging of Credit Risk
- Corporate bond valuation and the term structure of credit spreads
- The impact of default risk on the prices of options and other derivative securities
- The Optimal Exploration and Production of Nonrenewable Resources
- Creditor races and contingent claims
- Stochastic integration and differential equations
- Calcul stochastique et problèmes de martingales
- Optimal Switching in an Economic Activity Under Uncertainty
- Optimal stopping for a diffusion with jumps
- On Models of Default Risk
- Modeling term structures of defaultable bonds
Cited by
- Optimal capital structure with endogenous bankruptcy : payouts, tax benefits asymetry and volatility risk
- First passage time law for some Lévy processes with compound Poisson: Existence of a conditional density with incomplete observation
- A class of optimal stopping problems for Markov processes
- Optimal strategies in a risky debt context
- Contributions à l'étude de l'instant de défaut d'un processus de Lévy en observation complète et incomplète
- Debt Value and Capital Structure with Firm's Net Cash Payouts
- Capital structure with firm’s net cash payouts
- Optimal stopping for Markov processes and decreasing affine functions
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