Ho Chi Minh City
Vietnam
Ho Chi Minh City Open University
SSRN RANKINGS
in Total Papers Downloads
Heston Stochastic Local Volatility Model, Heston Model, Local Volatility Model, Derivatives Pricing, Finite Volume Scheme
Basel II, IFRS 9, Stress Testing, PD, LGD, EAD, Credit Risk
Basel II, IFRS 9, CECL, RAROC, Loan Performance Analysis
Credit Risk, Default Probability, Covid-19, Basel II, IFRS 9, Stress Testing
RAROC, Loan Pricing, Hurdle Rate, Loan Origination
Loan, Non-traded Credit, Embedded Options, Option Pricing, Credit Portfolio Modeling, Credit Risk Management
Credit Risk, Stress Testing, Default Probability, Transition Matrix, Spurious Projections
IFRS 9, Loan Loss Provisioning, Lifetime Expected Loss
Local Volatility Model, Barrier Options, Implied Volatility Smile, Empirical Hedging Analysis
