A unified approach to pricing and risk management of equity and credit risk.

Claudio Fontana Juan Miguel A. Montes

Published in: J. Comput. Appl. Math. (2014)

Keyphrases

risk management
credit risk
risk analysis
financial markets
commercial banks
credit risk evaluation
risk assessment
decision support system
project management
risk factors
evaluation method
stock market
software projects
source code
long term
information systems
data mining