| Integrated credit portfolio management : a preview
|
2008 |
Felsenheimer, Jochen |
| Pricing CDX credit default swaps with CreditGrades and trinomial trees
|
2008 |
Stewart, Christian |
| Correlation risk : what the market is telling us and does it make sense?
|
2008 |
Bhansali, Vineer |
| Systematic credit risk : CDX index correlation and extreme dependence
|
2008 |
Aboura, Sofiane |
| Valuation of credit derivatives with counterparty risk
|
2008 |
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| Credit spread dynamics : evidence from Latin America
|
2008 |
Thuraisamy, Kannan |
| Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
|
2008 |
Bakshi, Gurdip S. |
| Copula-based default dependence modeling : where do we stand?
|
2008 |
Luciano, Elisa |
| An empirical analysis of CDO data
|
2008 |
Leijdekker, Vincent |
| Credit default swaps and equity prices : the iTraxx CDS index market
|
2008 |
Byström, Hans |
| Business and financial indicators : what are the determinants of default probability changes?
|
2008 |
Couderc, Fabien |
| Managing credit risk for retail low-default portfolios
|
2008 |
Sabato, Gabriele |
| Tests on the accuracy of Basel II
|
2008 |
Varotto, Simone |
| Correlated default processes : a criterion-based copula approach
|
2008 |
Das, Sanjiv R. |
| CDS options through candidate market models and the CDS-calibrated CIR++ stochastic intensity model
|
2008 |
Brigo, Damiano |
| Arbitrage pricing of credit derivatives
|
2008 |
Ho, Siu Lam |
| Pricing tranched credit products with generalized multifactor models
|
2008 |
Moreno, Manuel |
| Numerical pricing of collateral debt obligations : a Monte Carlo approach
|
2008 |
Moreno, Manuel |
| Single name credit default swap valuation : a review
|
2008 |
Claes, Anouk G. P. |
| Credit default swaps and an application to the art market : a proposal
|
2008 |
Campbell, Rachel |
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