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A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob, (2017)
Ein Kreditrisikomodell für mittelständische Unternehmen bei stochastisch variierender Umwelt
Bondzio, Dirk, (2009)
Estimating portfolio credit losses in downturns
Moreira, Fernando, (2015)
Collateral debt obligation pricing
Servigny, Arnaud de, (2007)
Securitization in the context of Basel II : case studies
Behavioral investment management : an efficient alternative to modern portfolio theory
Davies, Greg B., (2012)