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~isPartOf:"Journal of banking & finance"
~person:"Albrecht, Peter"
~person:"Carey, Mark S."
~person:"Platen, Eckhard"
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A Simple Credit Risk Model wit...
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Albrecht, Peter
Carey, Mark S.
Platen, Eckhard
Saunders, Anthony
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Journal of banking & finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Asia-Pacific financial markets
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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German Risk and Insurance Review ; 1 (2005), S. 21-152
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ECONIS (ZBW)
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A guide to choosing absolute bank capital requirements
Carey, Mark S.
- In:
Journal of banking & finance
26
(
2002
)
5
,
pp. 929-951
Persistent link: https://www.econbiz.de/10001665093
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2
Credit risk rating systems at large US banks
Treacy, William F.
;
Carey, Mark S.
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 167-201
Persistent link: https://www.econbiz.de/10001432950
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3
Parameterizing credit risk models with rating data
Carey, Mark S.
;
Hrycay, Mark
- In:
Journal of banking & finance
25
(
2001
)
1
,
pp. 197-270
Persistent link: https://www.econbiz.de/10001546264
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4
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
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