Showing 1 - 6 results of 6 for search '"counterparty risk"', query time: 0.32s Refine Results
  1. 1
    AN EQUILIBRIUM MODEL FOR AN OTC DERIVATIVE MARKET UNDER A COUNTERPARTY RISK CONSTRAINT

    AN EQUILIBRIUM MODEL FOR AN OTC DERIVATIVE MARKET UNDER A COUNTERPARTY RISK CONSTRAINT by KAZUHIRO TAKINO

    Published 2018-12-01
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    Article
  2. 2
    Systemic Risk and Stability in Financial Networks

    Systemic Risk and Stability in Financial Networks by Acemoglu, Daron, Ozdaglar, Asuman, Tahbaz-Salehi, Alireza

    Published 2013
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    Working Paper
  3. 3
    Evaluating Credit Counterparty Risk of American Options via Monte Carlo Methods: A Comparison of Tilley Bundling and Longstaff-Schwartz LSM

    Evaluating Credit Counterparty Risk of American Options via Monte Carlo Methods: A Comparison of Tilley Bundling and Longstaff-Schwartz LSM by Dominic Cortis

    Published 2019-12-01
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  4. 4
    How Does Reinsurance Create Value to an Insurer? A Cost-Benefit Analysis Incorporating Default Risk

    How Does Reinsurance Create Value to an Insurer? A Cost-Benefit Analysis Incorporating Default Risk by Ambrose Lo

    Published 2016-12-01
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    Article
  5. 5
    Current and prospective estimate of counterparty risk through dynamic neural networks

    Current and prospective estimate of counterparty risk through dynamic neural networks by Alessio Agnese, Pier Giuseppe Giribone, Francesca Querci

    Published 2022-08-01
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    Article
  6. 6
    Space-time analyticity of weak solutions to semilinear parabolic systems with variable coefficients

    Space-time analyticity of weak solutions to semilinear parabolic systems with variable coefficients by Falko Baustian, Peter Takac

    Published 2021-10-01
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