Personensuche
X
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2
Cyclical correlations, credit contagion, and portfolio loss..
Discussion papers of interdisciplinary research project 373 ; 2003,11
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3
An exponential model for dependent defaults
Discussion papers of interdisciplinary research project 373 ; 2002,52
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4
Credit risk modeling and valuation
an introduction
Discussion papers of interdisciplinary research project 373 ; 2002,54
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5
Credit contagion and aggregate losses
Discussion papers of interdisciplinary research project 373 ; 2002,73
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6
Compensator-based simulation of correlated defaults
Discussion papers of interdisciplinary research project 373 ; 2002,47
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7
Default compensator, incomplete information, and the term s..
Discussion papers of interdisciplinary research project 373 ; 2002,8
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8
Correlated default with incomplete information
Discussion papers of interdisciplinary research project 373 ; 2002,30