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Term structure modelling of defaultable bonds
Schönbucher, Philipp J. - In: Review of derivatives research 2 (1998) 2/3, pp. 161-192
Persistent link: https://www.econbiz.de/10001497933
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Pricing credit risk derivatives
Schönbucher, Philipp J. - 1997
Persistent link: https://www.econbiz.de/10001564908
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The term structure of defaultable bond prices
Schönbucher, Philipp J. - 1996
Persistent link: https://www.econbiz.de/10000960002
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A Tree implementation of a credit spread model for credit derivatives
Schönbucher, Philipp J. - In: The journal of computational finance 6 (2002) 2, pp. 1-38
Persistent link: https://www.econbiz.de/10001740884
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Credit risk modelling and credit derivatives
Schönbucher, Philipp J. - 2000
Persistent link: https://www.econbiz.de/10001449548
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Pricing parisian options
Haber, Richard J.; Schönbucher, Philipp J.; Wilmott, Paul - In: The journal of derivatives : the official publication … 6 (1999) 3, pp. 71-79
Persistent link: https://www.econbiz.de/10001432501
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A market model for stochastic implied volatility
Schönbucher, Philipp J. - 1999
Persistent link: https://www.econbiz.de/10001392968
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Factor models for portfolio credit risk
Schönbucher, Philipp J. - 2001
Persistent link: https://www.econbiz.de/10001598740
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A tree implementation of a credit spread model for credit
Schönbucher, Philipp J. - 2001
Persistent link: https://www.econbiz.de/10001598744
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Term structure modelling of defaultable bonds
Schönbucher, Philipp J. - 1997
Persistent link: https://www.econbiz.de/10000967593