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A Valuation Model for ABS Cdos
Manzano, Julian; Kamotski, Vladimir; Pesavento, Umberto; … - In: The Oxford handbook of credit derivatives. 2012
Persistent link: https://www.econbiz.de/10012881997
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Technical introduction
Rennie, Andrew; Lipton, Alexander - In: The Oxford handbook of credit derivatives, (pp. 17-36). 2011
Persistent link: https://www.econbiz.de/10008858183
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Single- and multi-name credit derivatives : theory and practice
Lipton, Alexander - In: The Oxford handbook of credit derivatives, (pp. 196-256). 2011
Persistent link: https://www.econbiz.de/10014565534
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Credit value adjustment in the extended structural default model
Lipton, Alexander - In: The Oxford handbook of credit derivatives, (pp. 406-463). 2011
Persistent link: https://www.econbiz.de/10014565539
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A Guide to Modelling Credit Term Structures
Lipton, Alexander; Rennie, Andrew - In: The Oxford handbook of credit derivatives. 2012
Persistent link: https://www.econbiz.de/10012881995
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Credit Value Adjustment in the Extended Structural Default Model
Lipton, Alexander; Rennie, Andrew - In: The Oxford handbook of credit derivatives. 2012
Persistent link: https://www.econbiz.de/10012882002
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Saddlepoint Methods in Portfolio Theory
Lipton, Alexander; Rennie, Andrew - In: The Oxford handbook of credit derivatives. 2012
Persistent link: https://www.econbiz.de/10012882009
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Single- and Multi-Name Credit Derivatives: Theory and Practice
Lipton, Alexander; Shelton, David - In: The Oxford handbook of credit derivatives. 2012
Persistent link: https://www.econbiz.de/10012882010
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Technical Introduction
Rennie, Andrew; Lipton, Alexander - In: The Oxford handbook of credit derivatives. 2012
Persistent link: https://www.econbiz.de/10012882012