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~isPartOf:"Journal of banking & finance"
~person:"García-Céspedes, Rubén"
~subject:"Kreditrisiko"
~subject:"Volatilität"
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García-Céspedes, Rubén
Altman, Edward I.
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An approximate multi-period Vasicek credit risk model
García-Céspedes, Rubén
;
Moreno, Manuel
- In:
Journal of banking & finance
81
(
2017
),
pp. 105-113
Persistent link: https://www.econbiz.de/10011816423
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Estimating the distribution of total default losses on the Spanish financial system
García-Céspedes, Rubén
;
Moreno, Manuel
- In:
Journal of banking & finance
49
(
2014
),
pp. 242-261
Persistent link: https://www.econbiz.de/10010508036
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