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Term structure modelling of defaultable bonds
Schönbucher, Philipp J. - 1997
Persistent link: https://www.econbiz.de/10000967593
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Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan; Lai, Hung-neng - 1999
Persistent link: https://www.econbiz.de/10001415847
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A Libor market model with default risk
Schönbucher, Philipp J. - 2001
Persistent link: https://www.econbiz.de/10001598736
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Factor models for portfolio credit risk
Schönbucher, Philipp J. - 2001
Persistent link: https://www.econbiz.de/10001598740
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A tree implementation of a credit spread model for credit
Schönbucher, Philipp J. - 2001
Persistent link: https://www.econbiz.de/10001598744
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Are "market neutral" hedge funds really market neutral?
Patton, Andrew J. - 2004
Persistent link: https://www.econbiz.de/10002815328