Contagion models in credit risk

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Bibliographische Detailangaben
Veröffentlicht in:	The Oxford handbook of credit derivatives
1. Verfasser:	Davis, Mark H. A. (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2011
Schlagworte:	Aufsatz im Buch
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Titel	Jahr	Verfasser
Non-technical introduction	2011	Tett, Gillian
A guide to modelling credit term structures	2011	Berd, Arthur M.
Saddlepoint methods in portfolio theory	2011	Martin, Richard J.
Quantitative aspects of the collapse of the parallel banking system	2011	Batchvarov, Alexander
Technical introduction	2011	Rennie, Andrew
Default recovery rates and LGD in credit risk modelling and practice	2011	Altman, Edward I.
Statistical data mining procedures in generalized cox regressions	2011	Wei, Zhen
Single- and multi-name credit derivatives : theory and practice	2011	Lipton, Alexander
Marshall-Olkin copula-based models	2011	Elouerkhaoui, Youssef
Markov chain models of portfolio credit risk	2011	Bielecki, Tomasz R.
An EVT primer for credit risk	2011	Chavez-Demoulin, Valérie
A valuation model for ABS CDOS	2011	Manzano, Julian
Contagion models in credit risk	2011	Davis, Mark H. A.
A new philosophy of the market	2011	Ayache, Elie
An exposition of CDS market models	2011	Schloegl, Lutz
Counterparty risk in credit derivative contracts	2011	Gregory, Jon
Credit value adjustment in the extended structural default model	2011	Lipton, Alexander
Home price derivatives and modelling	2011	Levin, Alexander