Pricing contingent claims with credit risk: Asymptotic expansion approach.

Yoshifumi Muroi

Published in: Finance Stochastics (2005)

Keyphrases

credit risk
convertible bonds
credit risk evaluation
evaluation method
risk analysis
credit scoring
commercial banks
listed companies
exchange rate
credit card
financial data
pricing model
machine learning
neural network
logistic regression
evaluation model
data mining technology
fraud detection