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Search: person:"Perraudin, W. R. M."
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Perraudin, William R. M.
43
Jackson, Patricia
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Lambrecht, Bart M.
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Kenç, Turalay
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Pujol, Thierry
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Perraudin, W. R. M.
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Perraudin, W.R.M.
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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ECONIS (ZBW)
43
OLC EcoSci
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RePEc
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1
Ratings-based credit risk modelling : an empirical analysis
Nickell, Pamela
;
Perraudin, William R. M.
;
Varotto, Simone
- In:
International review of financial analysis
16
(
2007
)
5
,
pp. 434-451
Persistent link: https://www.econbiz.de/10003612970
Saved in:
2
Securitizations in Basel II
Perraudin, William R. M.
- In:
The handbook of structured finance
,
(pp. 675-696)
.
2007
Persistent link: https://www.econbiz.de/10003727159
Saved in:
3
On the consistency of ratings and bond market yields
Perraudin, William R. M.
;
Taylor, Alex P.
- In:
Journal of banking & finance
28
(
2004
)
11
,
pp. 2769-2788
Persistent link: https://www.econbiz.de/10002361926
Saved in:
4
How risky are structured exposures compared with corporate bonds?
Perraudin, William R. M.
;
Landschoot, Astrid van
- In:
Structured credit products : pricing, rating, risk …
,
(pp. 283-303)
.
2004
Persistent link: https://www.econbiz.de/10003283257
Saved in:
5
Capital for structured products
Peretyatkin, Vladislav
;
Perraudin, William R. M.
- In:
Structured credit products : pricing, rating, risk …
,
(pp. 329-362)
.
2004
Persistent link: https://www.econbiz.de/10003283286
Saved in:
6
Mortgage default and possession under recourse : a competing hazards approach
Lambrecht, Bart M.
;
Perraudin, William R. M.
;
Satchell, …
- In:
Journal of money, credit and banking : JMCB
35
(
2003
)
3
,
pp. 425-442
Persistent link: https://www.econbiz.de/10001776419
Saved in:
7
Real options and preemption under incomplete information
Lambrecht, Bart M.
;
Perraudin, William R. M.
- In:
Journal of economic dynamics & control
27
(
2003
)
4
,
pp. 619-643
Persistent link: https://www.econbiz.de/10001712740
Saved in:
8
An extreme analysis of VaRs for emerging market benchmark bonds
Kiesel, Rüdiger
;
Perraudin, William R. M.
;
Taylor, Alex
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 111-137)
.
2003
Persistent link: https://www.econbiz.de/10002001481
Saved in:
9
Predicting emerging market currency crashes
Kumar, Mohan
;
Moorthy, Uma
;
Perraudin, William R. M.
- In:
Journal of empirical finance
10
(
2003
)
4
,
pp. 427-454
Persistent link: https://www.econbiz.de/10001782289
Saved in:
10
Mortgage Default and Possession Under Recourse: A Competing Hazards Approach
Lambrecht, Bart
;
Perraudin, W.R.M.
;
Satchell, S.
- In:
Journal of money, credit and banking : JMCB
35
(
2003
)
3
,
pp. 425-442
Persistent link: https://www.econbiz.de/10006650650
Saved in:
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