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What's new in value-at risk? : A selective survey
Pearson, Neil D. - In: Global risk management : financial, operational, and …, (pp. 15-37). 2002
Persistent link: https://www.econbiz.de/10001748580
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Inferring correlations of asset values and distances-to-default from CDS spreads : a structural model approach
Kitwiwattanachai, Chanatip; Pearson, Neil D. - In: Review of asset pricing studies 5 (2015) 1, pp. 112-154
Persistent link: https://www.econbiz.de/10011318432
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A model for corporate bonds and the pricing of interest rate swaps with credit risk
Sun, Tong-sheng - In: International journal of business 1 (1996) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001201543
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Using value-at-risk to control risk taking: how wrong can you be?
Ju, Xiongwei; Pearson, Neil D. - In: Innovations in risk management : seminal papers from …, (pp. 205-241). 2004
Persistent link: https://www.econbiz.de/10002600314