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Journal of banking & finance
Robert H. Smith School Research Paper
48
International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Modeling and monitoring risk acceptability in markets : the case of the credit default swap market
Madan, Dilip B.
- In:
Journal of banking & finance
47
(
2014
),
pp. 63-73
Persistent link: https://www.econbiz.de/10010506505
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2
Monitored financial equilibria
Madan, Dilip B.
- In:
Journal of banking & finance
28
(
2004
)
9
,
pp. 2213-2235
Persistent link: https://www.econbiz.de/10002153139
Saved in:
3
Close form pricing formulas for Coupon Cancellable CoCos
Corcuera, José Manuel
;
De Spiegeleer, Jan
;
Barbachan, …
- In:
Journal of banking & finance
42
(
2014
),
pp. 339-351
Persistent link: https://www.econbiz.de/10010408370
Saved in:
4
Pricing the risk of recovery in default with absolute priority rule violation
Unal, Haluk
;
Madan, Dilip B.
;
Güntay, Levent
- In:
Journal of banking & finance
27
(
2003
)
6
,
pp. 1001-1025
Persistent link: https://www.econbiz.de/10001757805
Saved in:
5
Monitored financial equilibria
Madan, Dilip B.
- In:
Journal of banking & finance
28
(
2004
)
9
,
pp. 2213-2236
Persistent link: https://www.econbiz.de/10005883252
Saved in:
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