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Understanding the risk of synthetic CDOs
Gibson, Michael S. - 2004
Persistent link: https://www.econbiz.de/10002117790
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Credit derivatives and risk management
Gibson, Michael S. - 2007
Persistent link: https://www.econbiz.de/10003828190
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Credit derivatives and risk management
Gibson, Michael S. - In: Economic review 92 (2007) 4, pp. 25-41
Persistent link: https://www.econbiz.de/10003702342
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Measuring counterparty credit exposure to a margined counterparty
Gibson, Michael S. - 2005
Persistent link: https://www.econbiz.de/10003187319
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Improving grid-based methods for estimating value at risk of fixed-income portfolios
Gibson, Michael S.; Pritsker, Matthew - 2000
Persistent link: https://www.econbiz.de/10001486259