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The Frequency of Drawdowns
The Frequency of Drawdowns This abstract describes a paper that focuses on the frequency of drawdowns ...- Authors: Bin Li, Hongzhong Zhang
- Date: Feb 2014
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Default Risk of a Jump-Diffusion Model Subject to Chapter 7 and Chapter 11 Bankruptcy Codes
Default Risk of a Jump-Diffusion Model Subject to Chapter 7 and Chapter 11 Bankruptcy Codes This abstract ... jump-diffusion process and derives an explicit formula for the default probability. 4294993469 12/1/2012 12:00:00 ...- Authors: Bin Li, Xiaowen Zhou, Qihe Tang
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments