Narrow search
Showing 1 - 10 of 100
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Borrowers' credit quality scoring model and applications, with default discriminant analysis based on the extreme learning machine
Pang, Sulin; Hou, Xianyan; Xia, Lianhu - In: Technological forecasting & social change : an … 165 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012671712
Cover Image
A joint model of failures and credit ratings
Hirk, Rainer; Vana, Laura; Hornik, Kurt; Pichler, Stefan - In: The journal of credit risk : published quarterly by … 17 (2021) 1, pp. 61-88
Persistent link: https://www.econbiz.de/10012519961
Cover Image
Incorporating small-sample defaults history in loss given default models
Ptak-Chmielewska, Aneta; Kopciuszewski, Paweł - In: The journal of credit risk : published quarterly by … 17 (2021) 4, pp. 101-119
Persistent link: https://www.econbiz.de/10013185695
Cover Image
Applying the zero-adjusted inverse Gaussian model to predict probability of default and exposure at default for a credit card portfolio
Troian, Rafael Rodrigues - In: The journal of credit risk : published quarterly by … 9 (2013) 2, pp. 63-81
Persistent link: https://www.econbiz.de/10009781085