Similar Search Results

Credit risk modeling : theory and applications

Lando, David - 2004

Persistent link: https://www.econbiz.de/10004799915

On Cox processes and credit risky securities

Lando, David - In: Review of derivatives research 2 (1998) 2/3, pp. 99-120

Persistent link: https://www.econbiz.de/10001497926

On correlation in intensity models

Lando, David - In: Structured credit products : pricing, rating, risk …, (pp. 69-83). 2004

Persistent link: https://www.econbiz.de/10003283028

Credit risk modeling

Lando, David - In: Handbook of financial time series, (pp. 787-798). 2009

Persistent link: https://www.econbiz.de/10003834231

Credit default swaps : a primer and some recent trends

Lando, David - In: Annual review of financial economics 12 (2020), pp. 177-192

Persistent link: https://www.econbiz.de/10012404625

Credit Risk Modeling : Theory and Applications

Lando, David - 2004

Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at...

Persistent link: https://www.econbiz.de/10014487892