المؤلفون: Cooper, Ilan¹ (AUTHOR) ilan.cooper@bi.no, Mitrache, Andreea² (AUTHOR) andreea.mitrache@gmail.com, Priestley, Richard¹ (AUTHOR) richard.priestley@bi.no

المصدر: Journal of Financial & Quantitative Analysis. Feb2022, Vol. 57 Issue 1, p1-30. 30p.

مصطلحات موضوعية: *MACROECONOMIC models, *MOMENTUM investing, *RATE of return, *RISK assessment, MERTON Model

المؤلفون: Liu, Crocker H¹ (AUTHOR), Nowak, Adam D² (AUTHOR), Smith, Patrick S³ (AUTHOR) patrick.smith@sdsu.edu

المصدر: Review of Financial Studies. Jul2020, Vol. 33 Issue 7, p2898-2936. 39p.

مصطلحات موضوعية: *INFORMATION asymmetry, *RESIDENTIAL real estate, *MARKET prices, *HOUSING market, *RISK premiums, MERTON Model

المؤلفون: Ennis, Richard M. richardmennis@gmail.com

المصدر: Journal of Portfolio Management. Apr2022, Vol. 48 Issue 5, p138-150. 13p.

مصطلحات موضوعية: *PUBLIC pension trusts, *PERFORMANCE management, *BENCHMARKING (Management), *INVESTMENT policy, MERTON Model

المؤلفون: Agram, Nacira, Associate professor, 1987, Øksendal, Bernt, Rems, Jan

المصدر: Digital Finance.

مصطلحات موضوعية: Option pricing, Incomplete market, Equivalent martingale measure, Merton model, Deep learning, LSTM

وصف الملف: electronic

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-350816
https://kth.diva-portal.org/smash/get/diva2:1885048/FULLTEXT01.pdf

المؤلفون: Marques, Duarte Miguel da Cunha Domingues Amador

مصطلحات موضوعية: Black-Scholes-Merton model, Heston model, Stochastic volatility, Modelo Black-Scholes-Merton, Modelo Heston, Volatilidade estocástica

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/10071/30851

المصدر: Corporate Adviser (Online Edition). 8/21/2024, p1-1. 1p.

مصطلحات موضوعية: *SECONDARY markets, *TRANSACTION costs, *ILLIQUID assets, MERTON Model

الشركة/الكيان: XPS (Company)

المؤلفون: Augusto Blanc-Blocquel, Luis Ortiz-Gracia, Simona Sanfelici

المصدر: Risks, Vol 12, Iss 11, p 181 (2024)

مصطلحات موضوعية: climate risk, credit risk, probability of default, Merton model, temperature anomalies, breakpoint, Insurance, HG8011-9999

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2227-9091/12/11/181; https://doaj.org/toc/2227-9091

URL الوصول: https://doaj.org/article/d4135890cfc84a0498b728cfd67b21e9

المؤلفون: Christoffersen, Benjamin, Lando, David, Nielsen, Søren Feodor

المصدر: Mathematical Finance. 32(4):1214-1230

مصطلحات موضوعية: distance-to-default, EM-algorithm, KMV method, Merton model

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-329046
https://doi.org/10.1111/mafi.12362

المؤلفون: Alexandra Lefevre, Agnes Tourin

المصدر: FinTech, Vol 2, Iss 3, Pp 614-640 (2023)

مصطلحات موضوعية: climate risk, credit risk, mortgage default, Merton model, compound Poisson process, Engineering economy, TA177.4-185

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2674-1032/2/3/34; https://doaj.org/toc/2674-1032

URL الوصول: https://doaj.org/article/4ff6ccb118d7409b840ec07dbdf6eeb7

المؤلفون: Selin Özen, Meltem Ece Çokmutlu

المصدر: Hitit Sosyal Bilimler Dergisi, Vol 16, Iss 1, Pp 152-170 (2023)

مصطلحات موضوعية: borsa i̇stanbul, karbon emisyonu, temerrüt riski, merton modeli, regresyon analizi, borsa istanbul, carbon emission, risk of default, merton model, regression analysis, Social Sciences

وصف الملف: electronic resource

Relation: https://dergipark.org.tr/tr/download/article-file/2911381; https://doaj.org/toc/2757-7449

URL الوصول: https://doaj.org/article/738f5bfe52ab46a58c4461f4ade48c91

المؤلفون: W. Brent Lindquist, Svetlozar T. Rachev, Jagdish Gnawali, Frank J. Fabozzi

المصدر: Risks, Vol 12, Iss 9, p 136 (2024)

مصطلحات موضوعية: dynamic asset pricing, Bachelier model, Black–Scholes–Merton model, option pricing, perpetual derivative, binomial model, Insurance, HG8011-9999

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2227-9091/12/9/136; https://doaj.org/toc/2227-9091

URL الوصول: https://doaj.org/article/7779ae2dec514e9e98b0dfcd6c90ce5d

المؤلفون: Godfrey Ehikioya Oyamienlen

المصدر: Journal of Economics, Finance And Management Studies, 07(05), 3039-3042, (2024-06-01)

مصطلحات موضوعية: Credit Risk, Default Risk, Poisson model, Merton Model

Relation: https://doi.org/10.5281/zenodo.11408865; https://doi.org/10.5281/zenodo.11408866; oai:zenodo.org:11408866

الاتاحة: https://doi.org/10.5281/zenodo.11408866

المؤلفون: Nagel, Stefan, Purnanandam, Amiyatosh

المصدر: Review of Financial Studies; Jun2020, Vol. 33 Issue 6, p2421-2467, 47p

مصطلحات موضوعية: COUNTERPARTY risk, BANK failures, BANK assets, MERTON Model, BRIBERY, VOLATILITY (Securities)

المؤلفون: Silva, José Francisco Simões

مصطلحات موضوعية: Modelo de Black-Scholes-Merton, Métodos de Expansão, Polinómios de Hermite, Densidade Neutra ao Risco, Métodos Semi-não Paramétricos, Black-Scholes-Merton model, Expansion methods, Hermite polynomials, Risk-neutral density, Semi-nonparametric methods

الاتاحة: http://hdl.handle.net/10316/107850

المؤلفون: Akyildirim, Erdinc, Hekimoglu, A.A., Sensoy, A., Fabozzi, F.J.

مصطلحات موضوعية: Finance, Structural credit risk, Merton model, Variance-gamma process, Credit value adjustment

الاتاحة: http://hdl.handle.net/10454/19383

المؤلفون: HIROAKI HATA¹ hata@shizuoka.ac.jp, HIDEO NAGAI² nagaih@kansai-u.ac.jp, SHUENN-JYI SHEU³ sheusj@math.ncu.edu.tw

المصدر: SIAM Journal on Control & Optimization. 2018, Vol. 56 Issue 5, p3149-3183. 35p.

مصطلحات موضوعية: *RISK aversion, *ECONOMIC impact, *RATE of return, *MARKET volatility, MERTON Model, DIFFUSION processes

المؤلفون: Wallace, Alex¹, Colby, Mary², Doe, Tom³, Cosgrove, Richard⁴

المصدر: Municipal Finance Journal. Spring/Summer2018, Vol. 39 Issue 1/2, p141-160. 20p.

مصطلحات موضوعية: *FINANCIAL crises, *CORPORATE bonds, *MARKET design & structure (Economics), *PRICING, MERTON Model

المؤلفون: Chang, Chia-Chien¹ cchiac@kuas.edu.tw, Yu, Min-Teh² mtyu@pu.edu.tw

المصدر: Journal of Financial Services Research. Aug2018, Vol. 54 Issue 1, p49-80. 32p. 4 Charts, 14 Graphs.

مصطلحات موضوعية: *CONTINGENT convertible bonds, *CONTINGENCIES in finance, *FINANCIAL risk, *BANKING industry, *RISK management in business, MERTON Model, DYNAMIC models

المؤلفون: NAYMAN, NIV¹ niv.nayman@gmail.com

المصدر: International Journal of Theoretical & Applied Finance. Aug2018, Vol. 21 Issue 5, pN.PAG-N.PAG. 29p. 8 Graphs.

مصطلحات موضوعية: *TRANSACTION costs, *INVESTORS, *OPTIMAL control theory, *ALGORITHMS, *HEDGING (Finance), MERTON Model

المؤلفون: Ackert, Lucy F.¹ lackert@kennesaw.edu, Church, Bryan K.², Zhang, Ping³ pzhang@rotman.utoronto.ca

المصدر: Accounting, Organizations & Society. Oct2018, Vol. 70, p1-15. 15p.

مصطلحات موضوعية: *MARKETS, *INFORMATION technology, *TRADING companies, *CAPITAL budget, MERTON Model