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~isPartOf:"Der Betrieb"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"WPg : Kompetenz schafft Vertrauen"
~person:"Duffie, Darrell"
~subject:"Balancing accounts"
~subject:"United States"
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Frailty correlated default
Duffie, Darrell
;
Eckner, Andreas
;
Horel, Guillaume
; …
- In:
The journal of finance : the journal of the American …
64
(
2009
)
5
,
pp. 2089-2123
Persistent link: https://www.econbiz.de/10003899587
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An econometric model of the term structure of interest-rate swap yields
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1287-1321
Persistent link: https://www.econbiz.de/10001227656
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