Narrow search
Showing 1 - 5 of 5
Cover Image
New challenges in credit risk modeling and measurement
Sobehart, Jorge R.; Keenan, Sean C. - In: Risk management : a modern perspective, (pp. 203-234). 2006
Persistent link: https://www.econbiz.de/10003271333
Cover Image
The debt and equity linkage and the valuation of credit derivatives
Keenan, Sean C.; Sobehart, Jorge R.; Benzschawel, Terry L. - In: Credit derivatives : the definitive guide, (pp. 67-90). 2004
Persistent link: https://www.econbiz.de/10002798809
Cover Image
Performance evaluation for credit spread and default risk models
Sobehart, Jorge R.; Keenan, Sean C. - In: Credit risk models and management, (pp. 275-305). 2004
Persistent link: https://www.econbiz.de/10002432544
Cover Image
Uncertainty in pricing tradable options
Sobehart, Jorge R.; Keenan, Sean C. - In: International journal of theoretical and applied finance 6 (2003) 2, pp. 103-117
Persistent link: https://www.econbiz.de/10001769122
Cover Image
FEATURES - Problem Loans - A Practical Review and Test of Default Prediction Models
Sobehart, Jorge R.; Keenan, Sean C. - In: The RMA-journal 84 (2001) 3, pp. 54-59
Persistent link: https://www.econbiz.de/10007170209