The Credit Market Handbook
Latest Publications

TOTAL DOCUMENTS

11
(FIVE YEARS 0)

H-INDEX

5
(FIVE YEARS 0)

Published By John Wiley & Sons, Inc.

9781119201892, 9780471778622
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Structural versus Reduced-Form Models: A New Information-Based Perspective

2015 ◽  
pp. 118-131 ◽  
Author(s):  
Robert A. Jarrow ◽  
Philip Protter
Keyword(s):  
Reduced Form ◽  
New Information

Estimating Default Probabilities Implicit in Equity Prices

2015 ◽  
pp. 1-38 ◽  
Author(s):  
Tibor Janosi ◽  
Robert Jarrow ◽  
Yildiray Yildirim
Keyword(s):  
Equity Prices

Correlated Default Processes: A Criterion-Based Copula Approach

2015 ◽  
pp. 186-218 ◽  
Author(s):  
Sanjiv R. Das ◽  
Gary Geng
Keyword(s):  
Copula Approach

Reduced-Form versus Structural Models of Credit Risk: A Case Study of Three Models

2015 ◽  
pp. 132-164 ◽  
Author(s):  
Navneet Arora ◽  
Jeffrey R. Bohn ◽  
Fanlin Zhu
Keyword(s):  
Credit Risk ◽  
Structural Models ◽  
Reduced Form ◽  
Form Versus

Valuing High-Yield Bonds: A Business Modeling Approach

2015 ◽  
pp. 101-117
Author(s):  
Thomas S. Y. Ho ◽  
Sang Bin Lee
Keyword(s):  
High Yield ◽  
Business Modeling ◽  
Modeling Approach

Non-Parametric Analysis of Rating Transition and Default Data

2015 ◽  
pp. 77-100 ◽  
Author(s):  
Peter Fledelius ◽  
David Lando ◽  
Jens Perch Nielsen
Keyword(s):  
Parametric Analysis ◽  
Default Data ◽  
Non Parametric
Load More ...
Sign in / Sign up

Export Citation Format

Share Document