scholarly journals A Mellin Transform Approach to the Pricing of Options with Default Risk

2021 ◽  
Author(s):  
Sun-Yong Choi ◽  
Sotheara Veng ◽  
Jeong-Hoon Kim ◽  
Ji-Hun Yoon
Keyword(s):  
Default Risk ◽  
Mellin Transform

Valuing Credit Default Swaps I: No Counterparty Default Risk

CFA Digest ◽  
2001 ◽  
Vol 31 (2) ◽  
pp. 91-92 ◽  
Author(s):  
Bruce D. Phelps
Keyword(s):  
Default Risk ◽  
Credit Default Swaps ◽  
Credit Default

Impact of Correlated Default Risk on Credit Portfolios

CFA Digest ◽  
2002 ◽  
Vol 32 (3) ◽  
pp. 97-98
Author(s):  
Stephen M Horan
Keyword(s):  
Default Risk

Application of Discrete Time Signals using the Relation of Z-Transform and Mellin Transform

2018 ◽  
Vol 9 (5) ◽  
pp. 474-477
Author(s):  
A. K. Thakur ◽  
Shatruhan Prasad ◽  
Gopi Sahu
Keyword(s):  
Discrete Time ◽  
Mellin Transform ◽  
Time Signals

Corporate default risk modeling under distressed economic and financial conditions in a developing economy

2020 ◽  
Author(s):  
Frank Ranganai Matenda ◽  
Mabutho Sibanda ◽  
Eriyoti Chikodza ◽  
Victor Gumbo
Keyword(s):  
Default Risk ◽  
Developing Economy ◽  
Risk Modeling ◽  
Corporate Default ◽  
Financial Conditions

Default Risk and Collateral in the Absence of Commitment

2008 ◽  
Author(s):  
David C. Mills ◽  
Robert R. Reed III
Keyword(s):  
Default Risk

The Impact of Default Risk on the Basu Measure of Accounting Conservatism

2009 ◽  
Author(s):  
Richard Zhe Wang ◽  
Ciaran Ó Hogartaigh ◽  
Tony van Zijl
Keyword(s):  
Default Risk ◽  
Accounting Conservatism ◽  
The Impact
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