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On Cox processes and credit risky securities
Lando, David - In: Review of derivatives research 2 (1998) 2/3, pp. 99-120
Persistent link: https://www.econbiz.de/10001497926
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Credit risk modeling
Lando, David - In: Handbook of financial time series, (pp. 787-798). 2009
Persistent link: https://www.econbiz.de/10003834231
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Credit Risk Modeling : Theory and Applications
Lando, David - 2004
Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at...
Persistent link: https://www.econbiz.de/10014487892
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Three essays on contingent claims pricing
Lando, David - 1994
Persistent link: https://www.econbiz.de/10000904134
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State-dependent realignments in target zone currency regimes
Christensen, Peter Ove - In: Review of derivatives research 1 (1997) 4, pp. 295-323
Persistent link: https://www.econbiz.de/10001238757
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Term structures of credit spreads with incomplete accounting information D. Duffie and D. Lando
Duffie, Darrell; Lando, David - 1999
Persistent link: https://www.econbiz.de/10001369621
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Swap pricing with two-sided default risk in a rating-based model
Huge, Brian; Lando, David - 1999
Persistent link: https://www.econbiz.de/10001369623
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Term structures of credit spreads with incomplete accounting information
Duffie, Darrell; Lando, David - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 3, pp. 633-664
Persistent link: https://www.econbiz.de/10001580789
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A Markov model for the term structure of credit risk spreads
Jarrow, Robert A. - In: The review of financial studies 10 (1997) 2, pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
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Swap pricing with two-sided default risk in a rating-based model
Huge, Brian; Lando, David - In: European finance review : the official journal of the … 3 (1999) 3, pp. 239-268
Persistent link: https://www.econbiz.de/10001653143