Similar Items: Credit valuation adjustments with application to credit default swaps
- The valuation and calibration of convertible bonds
- Effective implementation and governance of association rules in credit scoring and default management
- Probability of default calibration for low default portfolios: revisiting the Bayesian approach
- The Effect of Covid-19 on the Probability of Default of South African Firms Listed on the Johannesburg Stock Exchange (JSE)
- The impact of the National Credit Act 34 of 2005 on credit contracts by unregistered credit providers in South Africa
- The credit guarantee in terms of the National Credit Act 34 of 2005 : an instrument promoting small and medium enterprises' access to credit
Author: Mare, Eben
- A comparative study of tree - based models and their applications in modern nance
- Trading mortality
- Modelling of financial risk using forward-looking distributions derived from contingent claims
- A case study of arbitrage opportunities and efficiency of the JSE
- A practical implementation of XVA in the new normal
- Long term extrapolation and hedging of the South African yield curve