| Portfolio credit risk, Teil I
|
2004 |
Wilson, Thomas C. |
| Portfolio credit risk, Teil II
|
2004 |
Wilson, Thomas C. |
| A simple approach to valuing risky fixed and floating rate debt
|
2004 |
Longstaff, Francis A. |
| Assessing the probability of bankruptcy
|
2004 |
|
| Pricing derivatives on financial securities subject to credit risk
|
2004 |
Jarrow, Robert A. |
| Credit swap valuation
|
2004 |
Duffie, Darrell |
| Comparing the dependence structure of equity and asset returns
|
2004 |
Mashal, Roy |
| An introduction to CDO modelling and applications
|
2004 |
Bluhm, Christian |
| Contributions to credit risk
|
2004 |
Kurth, Alexandre |
| Practical usage of credit risk models in loan portfolio and counterparty exposure management: an update
|
2004 |
Jarrow, Robert A. |
| Performance evaluation for credit spread and default risk models
|
2004 |
Sobehart, Jorge R. |
| Testing rating accuracy
|
2004 |
Engelmann, Bernd |
| Credit risk modelling and valuation: in introduction
|
2004 |
Giesecke, Kay |
| Enhancing credit performance with market-implied credit measures and default swaps
|
2004 |
Backshall, Tim |
| Defaults and returns in the high-yield bond market: the year 2003 in review and market outlook
|
2004 |
Altman, Edward I. |
| Credit risk revisited
|
2004 |
Crouhy, Michel |
| ZETA analysis: a new model to identify bankruptcy risk corporations
|
2004 |
Altman, Edward I. |
| A comparison of stochastic default rate models
|
2004 |
Finger, Christopher C. |
| On the pricing of corporate debt: the risk structure of interest rate
|
2004 |
Merton, Robert C. |
| What do we know about loss given default?
|
2004 |
Schuermann, Til |
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