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Special issue on credit correlation : life after copulas
Lipton, Alexander (contributor) - 2007
Persistent link: https://www.econbiz.de/10003503331
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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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A valuation model for ABS CDOS
Manzano, Julian; Kamotski, Vladimir; Pesavento, Umberto; … - In: The Oxford handbook of credit derivatives, (pp. 631-656). 2011
Persistent link: https://www.econbiz.de/10008858166
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The Oxford handbook of credit derivatives
Lipton, Alexander (ed.); Rennie, Andrew (ed.) - 2011
Persistent link: https://www.econbiz.de/10008657137
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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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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