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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
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Selecting credit portfolios for collateralized loan obligation transactions : a heuristic algorithm
Westerfeld, Simone; Weber, Frithjof - In: The journal of credit risk : published quarterly by … 5 (2009/10) 4, pp. 65-82
Persistent link: https://www.econbiz.de/10003927494
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The impact of counterparty risk on credit default swap pricing dynamics
Morkoetter, Stefan; Pleus, Johanna; Westerfeld, Simone - In: The journal of credit risk : published quarterly by … 8 (2012) 1, pp. 63-88
Persistent link: https://www.econbiz.de/10009539242
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Sovereign credit risk modeling using machine learning : a novel approach to sovereign credit risk incorporating private sector and sustainability risks
Anand, Arsh; Baesens, Bart; Vanpée, Rosanne - In: The journal of credit risk : published quarterly by … 19 (2023) 1, pp. 105-154
Persistent link: https://www.econbiz.de/10014488699