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Credit derivatives in banking : useful tools for managing risk?
Duffee, Greg; Zhou, Chunsheng - In: Journal of monetary economics 48 (2001) 1, pp. 25-54
Persistent link: https://www.econbiz.de/10001606056
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The term structure of credit spreads with jump risk
Zhou, Chunsheng - In: Journal of banking & finance 25 (2001) 11, pp. 2015-2040
Persistent link: https://www.econbiz.de/10001617906
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Credit derivatives in banking : useful tools for managing risk?
Duffee, Greg - 1997
Persistent link: https://www.econbiz.de/10000962036
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A jump-diffusion approach to modeling credit risk and valuing defaultable securities
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633270
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Credit rating and corporate defaults
Zhou, Chunsheng - In: The journal of fixed income 11 (2001) 3, pp. 30-40
Persistent link: https://www.econbiz.de/10001706059