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Contingent claims analysis applied in credit risk modeling
Anderson, Anne M.; Maxwell, William F.; Barnhill, … - In: The journal of fixed income 12 (2002) 3, pp. 24-31
Persistent link: https://www.econbiz.de/10001763885
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Modeling the yields on noninvestment grade bond indexes : credit risk and macroeconomic factors
Joutz, Frederick L.; Maxwell, William F. - In: International review of financial analysis 11 (2002) 3, pp. 345-374
Persistent link: https://www.econbiz.de/10001715985
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Modeling correlated market and credit risk in fixed income portfolios
Barnhill, Theodore M.; Maxwell, William F. - In: Journal of banking & finance 26 (2002) 2/3, pp. 347-374
Persistent link: https://www.econbiz.de/10001654326