ch20
Bank Risk Taking and Competition Revisited: New Theory and New Evidence John Boyd, Gianni De Nicolò and Abu Al Jalal The views expressed in this paper.
Credit Risk based on Hull Chapter 26. Overview Estimation of default probabilities Reducing credit exposure Credit Ratings Migration Credit Default Correlation.
Vidyasagar rocond09
Interest Rate Modeling With Cox Ingersoll Ross
Overview of Options FIN 562 – Summer 2006 July 5, 2006.
BOND MARKETS CHARACTERISTICS yields coupon maturity tax features liquidity risk ratings callability indenture restrictions subordination convertability.
Interest Rate Models
Why Does Bad News Increase Volatility and Interest Rate, and Decrease Optimism, Asset Prices and Leverage?