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Do we need to worry about credit risk correlation?
Elizalde, Abel - In: The journal of fixed income 15 (2005) 3, pp. 42-59
Persistent link: https://www.econbiz.de/10003303937
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Credit risk models
Elizalde, Abel (contributor) - 2006
Persistent link: https://www.econbiz.de/10003494054
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Default correlation in intensity models
Elizalde, Abel (contributor) - 2006
Persistent link: https://www.econbiz.de/10003494065
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Structural models
Elizalde, Abel (contributor) - 2006
Persistent link: https://www.econbiz.de/10003494079
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Reconciliation reduced : structural models
Elizalde, Abel (contributor) - 2006
Persistent link: https://www.econbiz.de/10003494081
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Understanding and pricing CDOs
Elizalde, Abel (contributor) - 2006
Persistent link: https://www.econbiz.de/10003494082
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From Basel I to Basel II : an analysis of the three pillars
Elizalde, Abel (contributor) - 2007
Persistent link: https://www.econbiz.de/10003572461
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Credit default swap valuation: an application to Spanish firms
Elizalde, Abel - 2003
Persistent link: https://www.econbiz.de/10001746811
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Economic and regulatory capital : what is the difference?
Elizalde, Abel; Repullo, Rafael - 2004
Persistent link: https://www.econbiz.de/10002951040
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Economic and regulatory capital : what is the difference?
Elizalde, Abel; Repullo, Rafael - 2004
Persistent link: https://www.econbiz.de/10002518292