Bobst Library, E-resource Acquisitions
20 Cooper Square 3rd Floor
New York, NY 10003-711
United States
New York University (NYU)
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hazard rates, risk-neutral hazard rates, risk-neutral default probabilities, CDS spread
quantile, mixture of distributions, risk measures
no-arbitrage equalities, Put-Call Parity, arbitrage pricing, European options, exotic options, volatility smile/smirk, intrinsic value
dynamical systems, instability , recurrence, chaos, market instability indicator, sovereign credit, systemic risk, contagion, multi-economy models
sovereign credit, systemic risk, contagion, multi-economy model, market instability indicator
