GIESECKE, K.
8  Ergebnisse:
Personensuche X
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2

Cyclical correlations, credit contagion, and portfolio loss.. 

Discussion papers of interdisciplinary research project 373 ; 2003,11
Weber, Stefan ; Giesecke, Kay - [Elektronische Ressource] . , Jan. 2003
 
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3

An exponential model for dependent defaults 

Discussion papers of interdisciplinary research project 373 ; 2002,52
Giesecke, Kay , 2002
 
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4

Credit risk modeling and valuation 

an introduction  Discussion papers of interdisciplinary research project 373 ; 2002,54
Giesecke, Kay , 2002
 
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5

Credit contagion and aggregate losses 

Discussion papers of interdisciplinary research project 373 ; 2002,73
Giesecke, Kay , 2002
 
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6

Compensator-based simulation of correlated defaults 

Discussion papers of interdisciplinary research project 373 ; 2002,47
Giesecke, Kay , 2002
 
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7

Default compensator, incomplete information, and the term s.. 

Discussion papers of interdisciplinary research project 373 ; 2002,8
Giesecke, Kay , 2001
 
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8

Correlated default with incomplete information 

Discussion papers of interdisciplinary research project 373 ; 2002,30
Giesecke, Kay , 2001
 
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