4. Economy
  5. Quantitative Finance
  6. Pricing of Securities

Peili Wang

Economy – Quantitative Finance – Pricing of Securities

Scientist

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Defining, Estimating and Using Credit Term Structures. Part 1: Consistent Valuation Measures

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Defining, Estimating and Using Credit Term Structures. Part 2: Consistent Risk Measures

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Defining, Estimating and Using Credit Term Structures. Part 3: Consistent CDS-Bond Basis

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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