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Forecasting Default in the Face of Uncertainty
Giesecke, Kay; Goldberg, Lisa R. - In: The journal of derivatives : the official publication … 12 (2004) 1, pp. 11-25
Persistent link: https://www.econbiz.de/10005925113
Cover Image
Forecasting default in the face of uncertainty
Giesecke, Kay; Goldberg, Lisa - In: The journal of derivatives : the official publication … 12 (2004) 1, pp. 11-25
Persistent link: https://www.econbiz.de/10002210953
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Stochastic intensity models of wrong way risk : wrong way CVA need not exceed independent CVA
Ghamami, Samim; Goldberg, Lisa - In: The journal of derivatives : the official publication … 21 (2014) 3, pp. 24-35
Persistent link: https://www.econbiz.de/10010387688