Credit Models and the Crisis
Latest Publications

TOTAL DOCUMENTS

11

(FIVE YEARS 0)

H-INDEX

1

(FIVE YEARS 0)

Published By John Wiley & Sons, Inc.

9781118374733, 9780470665664

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Market Quotes

Credit Models and the Crisis ◽

10.1002/9781118374733.ch2 ◽

2015 ◽

pp. 15-19

Download Full-text

Gaussian Copula Model and Implied Correlation

Credit Models and the Crisis ◽

10.1002/9781118374733.ch3 ◽

2015 ◽

pp. 21-46 ◽

Keyword(s):

Gaussian Copula ◽

Copula Model ◽

Implied Correlation

Download Full-text

Application to More Recent Data and the Crisis

Credit Models and the Crisis ◽

10.1002/9781118374733.ch7 ◽

2015 ◽

pp. 87-124

Download Full-text

Index

Credit Models and the Crisis ◽

10.1002/9781118374733.index ◽

2015 ◽

pp. 137-143

Download Full-text

Introduction: Credit Modelling Pre- and In-Crisis

Credit Models and the Crisis ◽

10.1002/9781118374733.ch1 ◽

2015 ◽

pp. 1-13 ◽

Download Full-text

A Fully Consistent Dynamical Model: Generalized-Poisson Loss Model

Credit Models and the Crisis ◽

10.1002/9781118374733.ch6 ◽

2015 ◽

pp. 75-85

Keyword(s):

Dynamical Model ◽

Generalized Poisson

Download Full-text

Front Matter

Credit Models and the Crisis ◽

10.1002/9781118374733.fmatter ◽

2015 ◽

pp. i-xxxi

Download Full-text

Bibliography

Credit Models and the Crisis ◽

10.1002/9781118374733.biblio ◽

2015 ◽

pp. 131-135

Download Full-text

Consistency across Capital Structure and Maturities: Expected Tranche Loss

Credit Models and the Crisis ◽

10.1002/9781118374733.ch5 ◽

2015 ◽

pp. 63-73 ◽

Keyword(s):

Capital Structure

Download Full-text

Final Discussion and Conclusions

Credit Models and the Crisis ◽

10.1002/9781118374733.ch8 ◽

2015 ◽

pp. 125-129

Download Full-text