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type_genre:"Aufsatz im Buch"
type_genre:"Bibliography included"
~accessRights:"restricted"
~person:"Lipton, Alexander"
~type_genre:"Case study"
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The Oxford handbook of credit derivatives
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ECONIS (ZBW)
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1
A Guide to Modelling Credit Term Structures
Lipton, Alexander
;
Rennie, Andrew
- In:
The Oxford handbook of credit derivatives
.
2012
Persistent link: https://www.econbiz.de/10012881995
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2
A Valuation Model for ABS Cdos
Manzano, Julian
;
Kamotski, Vladimir
;
Pesavento, Umberto
; …
- In:
The Oxford handbook of credit derivatives
.
2012
Persistent link: https://www.econbiz.de/10012881997
Saved in:
3
Credit Value Adjustment in the Extended Structural Default Model
Lipton, Alexander
;
Rennie, Andrew
- In:
The Oxford handbook of credit derivatives
.
2012
Persistent link: https://www.econbiz.de/10012882002
Saved in:
4
Saddlepoint Methods in Portfolio Theory
Lipton, Alexander
;
Rennie, Andrew
- In:
The Oxford handbook of credit derivatives
.
2012
Persistent link: https://www.econbiz.de/10012882009
Saved in:
5
Single- and Multi-Name Credit Derivatives: Theory and Practice
Lipton, Alexander
;
Shelton, David
- In:
The Oxford handbook of credit derivatives
.
2012
Persistent link: https://www.econbiz.de/10012882010
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