Vulnerable options, risky corporate bond, and credit spread

Article Abstract:

Research is presented concerning the concentration of credit-risk analysis on the valuation of credit spread and corporate bond which is risky or on the valuation of vulnerable options. The assumptions of existing studies are discussed.

Corporate bonds

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Time variation in the correlation structure of exchange rates: high-frequency analyses

Article Abstract:

Research is presented concerning the influence of the correlation structure of asset returns in theoretical finance and risk management. The effect of time variation on the calculation of returns of assets is discussed.

Prices and rates, Currency options, Financial analysis, Assets (Accounting)

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Weather derivatives valuation and market price of weather risk

Article Abstract:

A study for valuation of weather and the market price of weather risk is presented.

Venture Analysis, Analysis, Risk assessment, Influence, Financial markets, Weather, Global economy

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