Found 7 Documents (Results 1–7)
Fair (intra-bank transfer) prices for credits with stochastic recovery. (English) Zbl 1233.91300
MSC:
91G40
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration. (English) Zbl 1233.91333
MSC:
91G70
Managing the risk of loan prepayments and the optimal structure of short term lending rates. (English) Zbl 1233.91121
MSC:
91B25
91G30
Capital market equilibrium without riskless assets: heterogeneous expectations. (English) Zbl 1233.91123
MSC:
91B25
91B69
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