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31
Credit
derivatives and risk management
Gibson, Michael S.
- In:
Economic review
92
(
2007
)
4
,
pp. 25-41
Persistent link: https://www.econbiz.de/10003702342
Saved in:
32
Credit
derivatives, macro risks, and systemic risks
Weithers, Timothy M.
- In:
Economic review
92
(
2007
)
4
,
pp. 43-69
Persistent link: https://www.econbiz.de/10003702377
Saved in:
33
PDE approach to the valuation and hedging of basket
credit
derivatives
Rutkowski, Marek
;
Yousiph, Khan
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1261-1285
Persistent link: https://www.econbiz.de/10003632076
Saved in:
34
Multivariate integral perturbation techniques : I: theory
Dash, Jan W.
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1287-1304
Persistent link: https://www.econbiz.de/10003632079
Saved in:
35
Special issue on
credit
correlation : life after copulas
Lipton, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003503331
Saved in:
36
Pricing and hedging in a dynamic
credit
model
Elouerkhaoui, Youssef
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 703-731
Persistent link: https://www.econbiz.de/10003503384
Saved in:
37
Joint distributions of portfolio losses and exotic portfolio products
Epple, Friedel
;
Morgan, Sam
;
Schoegl, Lutz
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 733-748
Persistent link: https://www.econbiz.de/10003503387
Saved in:
38
On the term structure of loss distributions : a forward model approach
Sidenius, Jakob
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 749-761
Persistent link: https://www.econbiz.de/10003503392
Saved in:
39
Credit
derivative
products
Rivera, Peter
- In:
Credit derivative strategies : new thinking on managing …
,
(pp. 175-215)
.
2007
Persistent link: https://www.econbiz.de/10003547057
Saved in:
40
Credit
correlation : life after copulas
Lipton, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003553469
Saved in:
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