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Computationally convenient distributional assumptions for common value auctions
Gordy, Michael B. - 1997
Persistent link: https://www.econbiz.de/10000956694
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Saddlepoint approximation
Gordy, Michael B. - In: CreditRisk+ in the banking industry, (pp. 91-110). 2004
Persistent link: https://www.econbiz.de/10002108696
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On the distribution of a discrete sample path of a square-root diffusion
Gordy, Michael B. - 2012
Persistent link: https://www.econbiz.de/10009546852
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A risk-factor model foundation for ratings-based bank capital rules
Gordy, Michael B. - 2002
Persistent link: https://www.econbiz.de/10001725288
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Saddlepoint approximation of creditRisk+
Gordy, Michael B. - In: Journal of banking & finance 26 (2002) 7, pp. 1335-1353
Persistent link: https://www.econbiz.de/10001688516
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A risk-factor model foundation for ratings-based bank capital rules
Gordy, Michael B. - In: Journal of financial intermediation 12 (2003) 3, pp. 199-232
Persistent link: https://www.econbiz.de/10001789471
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A generalization of generalized beta distributions
Gordy, Michael B. - 1998
Persistent link: https://www.econbiz.de/10000986549
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Hedging winner's curse with multiple bids : evidence from the Portuguese treasury bill auction
Gordy, Michael B. - In: The review of economics and statistics 81 (1999) 3, pp. 448-465
Persistent link: https://www.econbiz.de/10001406169
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Switching costs and adverse selection in the market for credit cards : new evidence
Calem, Paul Seth; Gordy, Michael B.; Mester, Loretta J. - In: Journal of banking & finance 30 (2006) 6, pp. 1653-1685
Persistent link: https://www.econbiz.de/10003328722
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Procyclicality in Basel II : can we treat the disease without killing the patient?
Gordy, Michael B.; Howells, Bradley - In: Journal of financial intermediation 15 (2006) 3, pp. 395-417
Persistent link: https://www.econbiz.de/10003346670