Articles by Ryan Parker
Quantum path integrals for default intensity models
A method to price credit derivatives via default intensity approximation is presented
Risk.net
- English
- 登録
- 購読
- ログイン
- マイアカウント
-
ようこそ
-
You are currently accessing Risk.net via your Enterprise account.
If you already have an account please use the link below to sign in.
If you have any problems with your access or would like to request an individual access account please contact our customer service team.
Phone: 1+44 (0)870 240 8859
-
-
ようこそ
-
You are currently accessing Risk.net via your institutional login.
If you already have an account please use the link below to sign in.
If you have any problems with your access, contact our customer services team.
Phone: +44 20 7316 9685
-