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~isPartOf:"Journal of risk management in financial institutions"
~person:"He, Zhiguo"
~person:"Jarrow, Robert A."
~source:"econis"
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Journal of risk management in financial institutions
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Review of derivatives research
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The journal of fixed income
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The review of financial studies
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Annual review of financial economics
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Credit risk models and management
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
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