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Giesecke, K.
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Sonderforschungsbereich 373
NBER working paper series
42
NBER Working Paper
39
Journal of financial economics
38
The review of financial studies
38
Working paper / National Bureau of Economic Research, Inc.
37
The journal of finance : the journal of the American Finance Association
31
NBER Working Papers
29
Journal of Financial Economics
18
Working paper / National Bureau of Economic Research, Inc
15
University of California at Los Angeles, Anderson Graduate School of Management
13
Journal of Finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
11
The journal of fixed income
10
Journal of financial and quantitative analysis : JFQA
9
Review of Financial Studies
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Journal of banking & finance
8
Stanford University Graduate School of Business research paper
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Discussion paper / Centre for Economic Policy Research
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Discussion papers of interdisciplinary research project 373
7
IFA working paper
7
Journal of Financial and Quantitative Analysis
7
Rock Center for Corporate Governance at Stanford University working paper series
7
SFB 373 Discussion Paper
7
SFB 373 Discussion Papers
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Journal of economic dynamics & control
6
Operations research : the journal of the Operations Research Society of America
6
Journal of Banking & Finance
5
The journal of business : B
5
CEPR Discussion Papers
4
Financial analysts' journal : FAJ
4
Journal of Economic Dynamics and Control
3
Journal of econometrics
3
Journal of monetary economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Operations research
3
Papers / arXiv.org
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Real estate economics : journal of the American Real Estate and Urban Economics Association
3
The American economic review
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Credit Risk Modeling and Valuation: an Introduction
Giesecke, K.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795102
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2
Compensator-Based Simulation of Correlated Defaults
Giesecke, K.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796212
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3
Default Compensator, Incomplete Information, and the Term Structure of Credit Spreads
Giesecke, K.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796219
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4
Correlated Default With Incomplete Information
Giesecke, K.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796225
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5
An Exponential Model for Dependent Defaults
Giesecke, K.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796255
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