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A jump-diffusion approach to modeling credit risk and valuing defaultable securities
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633270
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Default correlation : an analytical result
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633274
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Credit default swaps in general equilibrium : spillovers, credit spreads, and endogenous default
Darst, R. Matthew; Refayet, Ehraz - 2016
Persistent link: https://www.econbiz.de/10011500390
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The determinants of subprime mortgage performance following a loan modification
Schmeiser, Maximilian D.; Gross, Matthew B. - 2014
Persistent link: https://www.econbiz.de/10011408531
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Information disclosures, default risk, and bank value
Zer, Ilknur - 2015
Persistent link: https://www.econbiz.de/10011410291
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An empirical analysis of bond recovery rates : exploring a stuctural view of default
Covitz, Daniel M.; Han, Song - 2005
Persistent link: https://www.econbiz.de/10002634054
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Recovery in default risk modeling : theoretical foundations and empirical applications
Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank - 2001
Persistent link: https://www.econbiz.de/10001613473
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Risk-based pricing of interest in household loan markets
Edelberg, Wendy M. - 2003
Persistent link: https://www.econbiz.de/10001857372
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Risk-based pricing of interest rates in household loan markets
Edelberg, Wendy (contributor) - 2003
Persistent link: https://www.econbiz.de/10001901753
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Investigating the sources of default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank X. - 2001
Persistent link: https://www.econbiz.de/10001573166