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~isPartOf:"Finance and stochastics"
~person:"Altman, Edward I."
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Bond"
~subject:"Kreditrisiko"
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Altman, Edward I.
Jarrow, Robert A.
Capponi, Agostino
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Finance and stochastics
Journal of banking & finance
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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The journal of credit risk : published quarterly by Incisive Media
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The journal of fixed income
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Annual review of financial economics
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Advances in credit risk modelling and corporate bankruptcy prediction
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Emerging market capital flows : proceedings of a conference held at the Stern School of Business, New York Univ. on May 23-24, 1996
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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Frontiers in credit risk : concepts and techniques for applied credit risk measurement
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Managing and measuring risk : emerging global standards and regulation after the financial crisis
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NYU Stern School of Business
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Rassegna economica : rivista internazionale di economia e territorio
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Review of finance : journal of the European Finance Association
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Risk management : the state of the art
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The North American journal of economics and finance : a journal of theory and practice
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The credit market handbook : advanced modeling issues
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Information reduction via level crossings in a credit risk model
Jarrow, Robert A.
;
Protter, Philip E.
;
Sezer, A. Deniz
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10003439757
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