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CreditGrades framework within stochastic covariance models
Escobar, Marcos; Arian, Hamidreza; Seco, Luis - In: Journal of mathematical finance 2 (2012) 4, pp. 303-314
Persistent link: https://www.econbiz.de/10010118710
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Portfolio optimization in a multidimensional structural-default model with a focus on private equity
Escobar, Marcos; Hieber, Peter; Scherer, Matthias; … - In: The journal of private equity : JPE ; strategies and … 15 (2011/12) 1, pp. 26-35
Persistent link: https://www.econbiz.de/10009932975
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A general structural approach for credit modeling under stochastic volatility
Escobar, Marcos; Friedrich, Tim; Seco, Luis; Zagst, Rudi - In: Journal / The Capco Institute : journal of financial … 32 (2011), pp. 123-132
Persistent link: https://www.econbiz.de/10010039067
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A practical approach to business transformation : the case of the Telecommunication Services of Trinidad and Tobago
Espinal, Carlos; Clempner, Julio; Escobar, Marcos - In: Journal of enterprise transformation : a joint … 2 (2012) 3, pp. 201-228
Persistent link: https://www.econbiz.de/10010049066
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Impact of factor models on portfolio risk measures : a structural approach
Escobar, Marcos; Frielingsdorf, Tobias; Zagst, Rudi - In: The journal of credit risk : published quarterly by … 8 (2012) 2, pp. 47-79
Persistent link: https://www.econbiz.de/10010058529
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Pricing two dimensional derivatives under stochastic correlation
Alvarez, Alexander; Escobar, Marcos; Olivares, Pablo - In: International journal of financial markets and derivatives 2 (2011) 4, pp. 265-287
Persistent link: https://www.econbiz.de/10010008736
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Single and Double Black–Cox: Two approaches for modelling debt restructuring
Abínzano, Isabel; Seco, Luis; Escobar, Marcos; … - In: Economic modelling 26 (2009) 5, pp. 910-918
Persistent link: https://www.econbiz.de/10008898750
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Single and Double Black–Cox: Two approaches for modelling debt restructuring
Abínzano, Isabel; Seco, Luis; Escobar, Marcos; … - In: Economic modelling 26 (2009) 5, pp. 910-917
Persistent link: https://www.econbiz.de/10008280420