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The subprime credit crisis of 2007
Crouhy, Michel; Jarrow, Robert A.; Turnbull, Stuart M. - In: The journal of derivatives : the official publication … 16 (2008/09) 1, pp. 81-110
Persistent link: https://www.econbiz.de/10003771466
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Portfolio credit risk, Teil I
Wilson, Thomas C. - In: Credit risk models and management, (pp. 55-74). 2004
Persistent link: https://www.econbiz.de/10002432251
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Portfolio credit risk, Teil II
Wilson, Thomas C. - In: Credit risk models and management, (pp. 75-90). 2004
Persistent link: https://www.econbiz.de/10002432346
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Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - In: Credit risk models and management, (pp. 333-374). 2004
Persistent link: https://www.econbiz.de/10002432611
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Practical usage of credit risk models in loan portfolio and counterparty exposure management: an update
Jarrow, Robert A.; Deventer, Donald R. van - In: Credit risk models and management, (pp. 573-597). 2004
Persistent link: https://www.econbiz.de/10002433486