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Term structures of credit spreads with incomplete accounting information D. Duffie and D. Lando
Duffie, Darrell; Lando, David - 1999
Persistent link: https://www.econbiz.de/10001369621
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Swap pricing with two-sided default risk in a rating-based model
Huge, Brian; Lando, David - 1999
Persistent link: https://www.econbiz.de/10001369623
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Term structures of credit spreads with incomplete accounting information
Duffie, Darrell; Lando, David - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 3, pp. 633-664
Persistent link: https://www.econbiz.de/10001580789
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A Markov model for the term structure of credit risk spreads
Jarrow, Robert A. - In: The review of financial studies 10 (1997) 2, pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
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DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
Jarrow, Robert A.; Lando, David; Yu, Fan - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10008222952
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Decomposing swap spreads
Feldhütter, Peter; Lando, David - In: Journal of financial economics 88 (2008) 2, pp. 375-405
Persistent link: https://www.econbiz.de/10008057812
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Confidence sets for continuous-time rating transition probabilities
Christensen, Jens H.E.; Hansen, Ernst; Lando, David - In: Journal of banking & finance 28 (2004) 11, pp. 2575-2602
Persistent link: https://www.econbiz.de/10005882443
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Term Structures of Credit Spreads with Incomplete Accounting Information
Duffie, Darrell; Lando, David - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 3, pp. 633-664
Persistent link: https://www.econbiz.de/10006774261
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A Markov Model for the Term Structure of Credit Risk Spreads
Jarrow, Robert A.; Lando, David; Turnbull, Stuart M. - In: The review of financial studies 10 (1997) 2, pp. 481
Persistent link: https://www.econbiz.de/10007373111
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On the pricing of step-up bonds in the European telecom sector
Lando, David; Mortensen, Allan - In: The journal of credit risk : published quarterly by … 1 (2004-2005) 1, pp. 71-110
Persistent link: https://www.econbiz.de/10009932443