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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Credit risk models in practice - a review
Trück, Stefan
;
Peppel, Jochen
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 291-329)
.
2003
Persistent link: https://www.econbiz.de/10002002414
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Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
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The journal of derivatives : the official publication …
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1995
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pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
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