Narrow search
Showing 1 - 9 of 9
Cover Image
Multi-country tests for the oscillator model with slowly varying coefficients
Ramsey, James B. - In: Journal of economic behavior & organization : JEBO 30 (1996) 3, pp. 383-408
Persistent link: https://www.econbiz.de/10001335480
Cover Image
Uncertainty in pricing tradable options
Sobehart, Jorge R.; Keenan, Sean C. - In: International journal of theoretical and applied finance 6 (2003) 2, pp. 103-117
Persistent link: https://www.econbiz.de/10001769122
Cover Image
The computation of optimised credit transition matrices
Long, Kete; Keenan, Sean C.; Neagu, Radu; Ellis, John A.; … - In: Journal of risk management in financial institutions 4 (2010/11) 4, pp. 370-391
Persistent link: https://www.econbiz.de/10009507707
Cover Image
Validation techniques and performance metrics for loss given default models
Li, David; Bhariok, Ruchi; Keenan, Sean C.; Santilli, … - In: The journal of risk model validation 3 (2009/10) 3, pp. 3-26
Persistent link: https://www.econbiz.de/10009262134
Cover Image
New challenges in credit risk modeling and measurement
Sobehart, Jorge R.; Keenan, Sean C. - In: Risk management : a modern perspective, (pp. 203-234). 2006
Persistent link: https://www.econbiz.de/10003271333
Cover Image
The debt and equity linkage and the valuation of credit derivatives
Keenan, Sean C.; Sobehart, Jorge R.; Benzschawel, Terry L. - In: Credit derivatives : the definitive guide, (pp. 67-90). 2004
Persistent link: https://www.econbiz.de/10002798809
Cover Image
Performance evaluation for credit spread and default risk models
Sobehart, Jorge R.; Keenan, Sean C. - In: Credit risk models and management, (pp. 275-305). 2004
Persistent link: https://www.econbiz.de/10002432544
Cover Image
FEATURES - Problem Loans - A Practical Review and Test of Default Prediction Models
Sobehart, Jorge R.; Keenan, Sean C. - In: The RMA-journal 84 (2001) 3, pp. 54-59
Persistent link: https://www.econbiz.de/10007170209
Cover Image
The computation of optimised credit transition matrices
Long, Kete; Keenan, Sean C.; Neagu, Radu; Ellis, John A.; … - In: Journal of risk management in financial institutions 4 (2010/11) 4, pp. 370-391
Persistent link: https://www.econbiz.de/10009883704