Ausgabe 3/2009
Inhalt (4 Artikel)
Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity
Kwai Sun Leung, Yue Kuen Kwok
Dynamic Modeling of Tail Risk: Applications to China, Hong Kong and Other Asian Markets
Mike K. P. So, Alex S. L. Tse
Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS
Hisashi Nakamura, Wataru Nozawa, Akihiko Takahashi