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18
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Giesecke, Kay
17
Kim, Baeho
4
Ding, Xiaowei
2
Goldberg, Lisa R.
2
Schaefer, Stephen
2
Strebulaev, Ilya
2
Weber, Stefan
2
Zhu, Shilin
2
Azizpour, Shahriar
1
Deng, Shaojie
1
Giesecke, K.
1
Kakavand, H.
1
Lai, Tze Leung
1
Longstaff, Francis A
1
Longstaff, Francis A.
1
Mousavi, M.
1
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Operations research : the journal of the Operations Research Society of America
6
Journal of economic dynamics & control
3
Journal of banking & finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Journal of financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of fixed income
1
Working paper / National Bureau of Economic Research, Inc
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OLC EcoSci
ECONIS (ZBW)
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7
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5
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1
Premia for correlated default risk
Azizpour, Shahriar
;
Giesecke, Kay
;
Kim, Baeho
- In:
Journal of economic dynamics & control
35
(
2011
)
8
,
pp. 1340-1358
Persistent link: https://www.econbiz.de/10009133457
Saved in:
2
Risk Analysis of Collateralized Debt Obligations
Giesecke, Kay
;
Kim, Baeho
- In:
Operations research : the journal of the Operations …
59
(
2011
)
1
,
pp. 32-50
Persistent link: https://www.econbiz.de/10008887259
Saved in:
3
Systemic Risk: What Defaults Are Telling Us
Giesecke, Kay
;
Kim, Baeho
- In:
Management science : journal of the Institute for …
57
(
2011
)
8
,
pp. 1387-1406
Persistent link: https://www.econbiz.de/10009252595
Saved in:
4
Monte Carlo Algorithms for Default Timing Problems
Giesecke, Kay
;
Kim, Baeho
;
Zhu, Shilin
- In:
Management science : journal of the Institute for …
57
(
2011
)
12
,
pp. 2115-2130
Persistent link: https://www.econbiz.de/10009809935
Saved in:
5
Exact Simulation of Point Processes with Stochastic Intensities
Giesecke, K.
;
Kakavand, H.
;
Mousavi, M.
- In:
Operations research : the journal of the Operations …
59
(
2011
)
5
,
pp. 1233-1246
Persistent link: https://www.econbiz.de/10009804875
Saved in:
6
Cyclical correlations, credit contagion, and portfolio losses
Giesecke, Kay
;
Weber, Stefan
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 3009-3036
Persistent link: https://www.econbiz.de/10005882380
Saved in:
7
Correlated default with incomplete information
Giesecke, Kay
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1521-1546
Persistent link: https://www.econbiz.de/10005883858
Saved in:
8
Default and information
Giesecke, Kay
- In:
Journal of economic dynamics & control
30
(
2006
)
11
,
pp. 2281-2304
Persistent link: https://www.econbiz.de/10007278279
Saved in:
9
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
Saved in:
10
TRANSFORM ANALYSIS FOR POINT PROCESSES AND APPLICATIONS IN CREDIT RISK
Giesecke, Kay
;
Zhu, Shilin
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 742-762
Persistent link: https://www.econbiz.de/10010161823
Saved in:
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