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~isPartOf:"NBER working paper series"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Insolvency"
~subject:"Theorie"
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White, Michelle J.
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Acharya, Viral V.
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The journal of credit risk : published quarterly by Incisive Media
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1
Modeling multiperiod corporate default probability when hazard ratios decay
Huang, Jinggang
;
Friedman, Craig
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10003853262
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2
Counting processes for retail default modeling
Kiefer, Nicholas Maximilian
;
Larson, C. Erik
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
3
,
pp. 45-72
Persistent link: https://www.econbiz.de/10011380103
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3
Sovereign risk and the pricing of corporate credit default swaps
Haerri, Matthias
;
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011298504
Saved in:
4
An analytical value-at-risk approach for a credit portfolio with liquidity horizon and portfolio rebalancing
Huang, Haohan
;
Wang, Eugene
;
Huang, Huaxiong
;
Wang, Yong
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011442455
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5
Default risk of money-market fund portfolios
Bansal, Matulya
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
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6
Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian
;
Schön, Thomas
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
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7
A credit portfolio framework under dependent risk parameters : probability of default, loss given default and exposure at default
Eckert, Johanna
;
Jakob, Kevin
;
Fischer, Matthias
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011566295
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8
Risk analysis probability of default : a stochastic simulation model
Montesi, Giuseppe
;
Papiro, Giovanni
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
3
,
pp. 29-86
Persistent link: https://www.econbiz.de/10010426467
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9
Modeling credit spreads with the Cheyette model and its application to credit default swaptions
Natcheva-Acar, Kalina
;
Acar, Sarp Kaya
;
Krekel, Martin
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
1
,
pp. 47-71
Persistent link: https://www.econbiz.de/10009518037
Saved in:
10
Default predictors in credit scoring : evidence from France's retail banking instiution
Nguyen, Ha-thu
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 41-66
Persistent link: https://www.econbiz.de/10011298057
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