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Correlated default modeling with a forest of binomial trees
Bandreddi, Santhosh; Das, Sanjiv R.; Fan, Rong - In: The journal of fixed income 17 (2007) 3, pp. 38-56
Persistent link: https://www.econbiz.de/10003687357
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Strategic loan modification : an options-based response to strategic default
Das, Sanjiv R.; Meadows, Ray - In: Journal of banking & finance 37 (2013) 2, pp. 636-647
Persistent link: https://www.econbiz.de/10009705609
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Credit spreads with dynamic debt
Das, Sanjiv R.; Kim, Seoyoung - In: Journal of banking & finance 50 (2015), pp. 121-140
Persistent link: https://www.econbiz.de/10010509132
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Correlated default risk
Das, Sanjiv R.; Freed, Laurance; Geng, Gary; Kapadia, Nikunj - In: The journal of fixed income 16 (2006) 2, pp. 7-32
Persistent link: https://www.econbiz.de/10003400058
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Impact of correlated default risk on credit portfolios
Das, Sanjiv R.; Fong, H. Gifford; Geng, Gary - In: The journal of fixed income 11 (2001) 3, pp. 9-19
Persistent link: https://www.econbiz.de/10001706056
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Bayesian migration in credit ratings based on probabilities of default
Das, Sanjiv R.; Fan, Rong; Geng, Gary - In: The journal of fixed income 12 (2002) 3, pp. 17-23
Persistent link: https://www.econbiz.de/10001763884
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Going for broke : restructuring distressed debt portfolios
Das, Sanjiv R.; Kim, Seoyoung - In: The journal of fixed income 24 (2014) 1, pp. 5-27
Persistent link: https://www.econbiz.de/10011293048