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