Narrow search
Showing 61 - 70 of 84
Cover Image
How well do classical credit risk pricing models fit swap transaction data?
Cossin, Didier; Pirotte, Hugues - 1996
Persistent link: https://www.econbiz.de/10004371502
Cover Image
Optimal control of credit risk
Cossin, Didier; Aparicio, Felipe M. - 2001
Persistent link: https://www.econbiz.de/10004611177
Cover Image
Advanced credit risk analysis : financial approaches and mathematical models to assess, price and manage credit risk
Cossin, Didier; Pirotte, Hugues - 2001
Persistent link: https://www.econbiz.de/10004731843
Cover Image
Control of credit risk collateralization using quasi-variational inequalities
Cossin, Didier; Aparicio Acosta, Felipe M. - 1998
Persistent link: https://www.econbiz.de/10004569803
Cover Image
A Structural Analysis of Credit Risk with Risky Collateral: A Methodology for Haircut Determination
Cossin, Didier; Hricko, Tomas - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 2, pp. 243-282
Persistent link: https://www.econbiz.de/10006027112
Cover Image
How Well do Classical Credit Risk Pricing Models Fit Swap Transaction Data?
Cossin, Didier; Pirotte, Hugues - In: European financial management : the journal of the … 4 (1998) 1, pp. 65-78
Persistent link: https://www.econbiz.de/10005971570
Cover Image
FINANCIAL ENGINEERING'S FALLOUT - It's time to bring morality back into finance — And time for business leaders to take risk seriously, writes this expert. Finance is not an abstra...
Cossin, Didier - In: MIT sloan management review 50 (2009) 2, pp. 19
Persistent link: https://www.econbiz.de/10008165837
Cover Image
Credit Risk in a Network Economy
Cossin, Didier; Schellhorn, Henry - In: Management science : journal of the Institute for … 53 (2007) 10, pp. 1604-1617
Persistent link: https://www.econbiz.de/10007861539
Cover Image
Swap credit risk: An empirical investigation on transaction data
Cossin, Didier; Pirotte, Hugues - In: Journal of banking & finance 21 (1997) 10, pp. 1351-1374
Persistent link: https://www.econbiz.de/10005903827
Cover Image
Optimal Control of Credit Risk
Cossin, Didier - 2001
Optimal Control of Credit Risk presents an alternative methodology to deal with a financial problem that has not been well analyzed yet: the control of credit risk. Credit risk has become recently the center of interest of the financial community, with new instruments (such as Credit Risk...
Persistent link: https://www.econbiz.de/10013519436