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~isPartOf:"Credit risk models and management"
~person:"Acharya, Viral V."
~person:"Jarrow, Robert A."
~person:"Monfort, Alain"
~subject:"Asset-backed securities"
~subject:"Credit risk"
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Asset-backed securities
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Acharya, Viral V.
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Credit risk models and management
Discussion paper / Centre for Economic Policy Research
6
IFA working paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Discussion papers / CEPR
5
Documents de travail / Banque de France
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NBER working paper series
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Journal of banking & finance
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NBER Working Paper
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Staff reports / Federal Reserve Bank of New York
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The journal of fixed income
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Working paper / National Bureau of Economic Research, Inc.
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Working papers / Financial Institutions Center
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Annual review of financial economics
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International journal of theoretical and applied finance
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Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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Review of finance : journal of the European Finance Association
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The journal of credit risk : published quarterly by Incisive Media
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Annals of Applied Probability, Forthcoming
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CESifo working papers
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Deutsche Bundesbank Discussion Paper
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Developments in macro-finance Yield curve modelling
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Discussion paper
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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Finance and stochastics
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Finance research letters
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Financial markets, institutions & instruments
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Financial stability review : FSR
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Journal of accounting research
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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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2
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
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