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~subject:"Credit risk"
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Credit risk
Theorie
97
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69
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69
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36
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36
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33
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English
13
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Madan, Dilip B.
12
Bakshi, Gurdip S.
4
Unal, Haluk
4
Güntay, Levent
2
Zhang, Frank Xiaoling
2
Asmussen, Søren
1
Eberlein, Ernst
1
Elliott, Robert J. R.
1
Gehrig, Thomas
1
Jeanblanc, Monique
1
Pennacchi, George G.
1
Postorius, M.
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1
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Conference on Pricing the Risks of Deposit Insurance <2002, Washington, DC>
1
Federal Deposit Insurance Corporation <Washington, DC>
1
The Wharton Financial Institutions Center
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Finance and economics discussion series
2
Journal of banking & finance
2
Credit risk : models, derivatives, and management
1
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1
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1
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
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1
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ECONIS (ZBW)
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1
On models of default risk
Elliott, Robert J. R.
;
Jeanblanc, Monique
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 179-195
Persistent link: https://www.econbiz.de/10002177437
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2
Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank Xiaoling
- In:
Credit risk : models, derivatives, and management
,
(pp. 155-180)
.
2008
Persistent link: https://www.econbiz.de/10003718458
Saved in:
3
Pricing reinsurance contracts on FDIC losses
Madan, Dilip B.
;
Unal, Haluk
- In:
Financial markets, institutions & instruments
17
(
2008
)
3
,
pp. 225-247
Persistent link: https://www.econbiz.de/10003738791
Saved in:
4
Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank Xiaoling
- In:
The journal of business : B
79
(
2006
)
4
,
pp. 1955-1987
Persistent link: https://www.econbiz.de/10003378503
Saved in:
5
Pricing to acceptability : with applications to valuation of one’s own credit risk
Eberlein, Ernst
;
Gehrig, Thomas
;
Madan, Dilip B.
- In:
Journal of risk
15
(
2012/13
)
1
,
pp. 91-120
Persistent link: https://www.econbiz.de/10009657963
Saved in:
6
Modeling and monitoring risk acceptability in markets : the case of the credit default swap market
Madan, Dilip B.
- In:
Journal of banking & finance
47
(
2014
),
pp. 63-73
Persistent link: https://www.econbiz.de/10010506505
Saved in:
7
Pricing equity default swaps under the CGMY Lévy model
Asmussen, Søren
(
contributor
);
Madan, Dilip B.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003093868
Saved in:
8
Special issue on pricing the risks of deposit insurance : [papers presented at a Conference on Pricing the Risks of Deposit Insurance, cosponsored by the Federal Deposit Insurance...
Madan, Dilip B.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001850744
Saved in:
9
Pricing the risks of default
Madan, Dilip B.
;
Unal, Haluk
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 121-160
Persistent link: https://www.econbiz.de/10001497930
Saved in:
10
Pricing the risk of recovery in default with APR violation
Unal, Haluk
(
contributor
);
Madan, Dilip B.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685954
Saved in:
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