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A comparison of models for pricing interest rate derivative securities
Strickland, Chris - In: The European journal of finance 2 (1996) 3, pp. 261-287
Persistent link: https://www.econbiz.de/10001210192
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Credit risk and credit derivatives : special issue
Brenner, Menachem (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10001497906
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A Libor market model with default risk
Schönbucher, Philipp J. - 2001
Persistent link: https://www.econbiz.de/10001598736
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A tree implementation of a credit spread model for credit
Schönbucher, Philipp J. - 2001
Persistent link: https://www.econbiz.de/10001598744
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A deterministic-shift extension of analytically-tractable and time-homogeneous short-rate models
Brigo, Damiano; Mercurio, Fabio - In: Finance and stochastics 5 (2001) 3, pp. 369-387
Persistent link: https://www.econbiz.de/10001599290
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An empirical comparison of default swap pricing models
Houweling, Patrick (contributor); Vorst, Ton (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658554
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Empirical studies on the pricing of bonds and interest rate derivatives
Driessen, Joost Johannes Arnold Gerardus - 2001
Persistent link: https://www.econbiz.de/10001688435
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An empirical comparison of default swap pricing models
Houweling, Patrick; Vorst, Ton - 2001
Persistent link: https://www.econbiz.de/10001639524
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Risk-neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H.; Kiesel, Rüdiger - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001713043
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Pricing credit linked financial instruments : theory and empirical evidence
Schmid, Bernd - 2002
Persistent link: https://www.econbiz.de/10001632772