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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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121
TRANSFORM ANALYSIS FOR POINT PROCESSES AND APPLICATIONS IN CREDIT RISK
Giesecke, Kay
;
Zhu, Shilin
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 742-762
Persistent link: https://www.econbiz.de/10010161823
Saved in:
122
Exact Sampling of Jump Diffusions
Giesecke, Kay
;
Smelov, Dmitry
- In:
Operations research : the journal of the Operations …
61
(
2013
)
4
,
pp. 894-907
Persistent link: https://www.econbiz.de/10010171577
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123
Credit contagion and aggregate losses
Giesecke, Kay
;
Weber, Stefan
- In:
Journal of economic dynamics & control
30
(
2006
)
5
,
pp. 741-768
Persistent link: https://www.econbiz.de/10007259883
Saved in:
124
Default and information
Giesecke, Kay
- In:
Journal of economic dynamics & control
30
(
2006
)
11
,
pp. 2281-2304
Persistent link: https://www.econbiz.de/10007278279
Saved in:
125
Premia for correlated default risk
Azizpour, Shahriar
;
Giesecke, Kay
;
Kim, Baeho
- In:
Journal of economic dynamics & control
35
(
2011
)
8
,
pp. 1340-1358
Persistent link: https://www.econbiz.de/10009133457
Saved in:
126
Systemic Risk: What Defaults Are Telling Us
Giesecke, Kay
;
Kim, Baeho
- In:
Management science : journal of the Institute for …
57
(
2011
)
8
,
pp. 1387-1406
Persistent link: https://www.econbiz.de/10009252595
Saved in:
127
A Top-Down Approach to Multiname Credit
Giesecke, Kay
;
Goldberg, Lisa R.
;
Ding, Xiaowei
- In:
Operations research : the journal of the Operations …
59
(
2011
)
2
,
pp. 283-301
Persistent link: https://www.econbiz.de/10009264540
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128
Corporate bond default risk: A 150-year perspective
Giesecke, Kay
;
Longstaff, Francis A.
;
Schaefer, Stephen
; …
- In:
Journal of financial economics
102
(
2011
)
2
,
pp. 233-251
Persistent link: https://www.econbiz.de/10009291340
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129
Time-Changed Birth Processes and Multiname Credit Derivatives
Ding, Xiaowei
;
Giesecke, Kay
;
Tomecek, Pascal I.
- In:
Operations research : the journal of the Operations …
57
(
2009
)
4
,
pp. 990-1005
Persistent link: https://www.econbiz.de/10008300909
Saved in:
130
Risk Analysis of Collateralized Debt Obligations
Giesecke, Kay
;
Kim, Baeho
- In:
Operations research : the journal of the Operations …
59
(
2011
)
1
,
pp. 32-50
Persistent link: https://www.econbiz.de/10008887259
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