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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
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~isPartOf:"KSI : Krisen-, Sanierungs- und Insolvenzberatung ; Wirtschaft, Recht, Steuern"
~isPartOf:"The journal of fixed income"
~person:"Fan, Rong"
~subject:"Insolvenz"
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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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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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