Similar Search Results

Narrow search

Credit risk modeling

Lando, David - In: Handbook of financial time series, (pp. 787-798). 2009

Persistent link: https://www.econbiz.de/10003834231

Credit risk modeling : theory and applications

Lando, David - 2004

Persistent link: https://www.econbiz.de/10001851359

Credit Risk Modeling : Theory and Applications

Lando, David - 2009

Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at...

Persistent link: https://www.econbiz.de/10014487892

Non-parametric analysis of rating transition and default data

Fledelius, Peter; Lando, David; Nielsen, Jens Perch - In: The credit market handbook : advanced modeling issues, (pp. 77-100). 2006

Persistent link: https://www.econbiz.de/10003338093

On the pricing of step-up bonds in the European telecom sector

Lando, David; Mortensen, Allan - In: The journal of credit risk : published quarterly by … 1 (2004/2005) 1, pp. 71-110

Persistent link: https://www.econbiz.de/10002919411

Confidence sets for continuous-time rating transition probabilities

Christensen, Jens H. E.; Hansen, Ernst; Lando, David - In: Journal of banking & finance 28 (2004) 11, pp. 2575-2602

Persistent link: https://www.econbiz.de/10002361860

On the pricing of step-up bonds in the European telecom sector

Lando, David (contributor); Mortensen, Allan (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002482003

Analyzing rating transitions and rating drift with continuous observations

Lando, David; Skødeberg, Torben M. - In: Journal of banking & finance 26 (2002) 2/3, pp. 423-444

Persistent link: https://www.econbiz.de/10001654343