Credit Risk
Latest Publications

TOTAL DOCUMENTS

27

(FIVE YEARS 0)

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1

(FIVE YEARS 0)

Published By Chapman And Hall/CRC

9780429144653

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

& Copula-Based Default Dependence Modeling: Where Do We Stand?

Credit Risk ◽

10.1201/9781584889953-27 ◽

2008 ◽

pp. 351-370

Keyword(s):

Dependence Modeling

& Managing Credit Risk for Retail Low-Default Portfolios

Credit Risk ◽

10.1201/9781584889953-23 ◽

2008 ◽

pp. 293-312

Keyword(s):

Credit Risk

& Pricing CDX Credit Default Swaps Using the Hull–White Model

Credit Risk ◽

10.1201/9781584889953-19 ◽

2008 ◽

pp. 221-232

Keyword(s):

Credit Default Swaps ◽

Credit Default

& The Determinants of Credit Default Swap Prices: An Industry-Based Investigation

Credit Risk ◽

10.1201/9781584889953-12 ◽

2008 ◽

pp. 109-120

Keyword(s):

Credit Default Swap ◽

Credit Default ◽

Default Swap

& The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications

Credit Risk ◽

10.1201/9781584889953-21 ◽

2008 ◽

pp. 235-258

Keyword(s):

Empirical Evidence ◽

Recovery Rates

& Pricing Tranched Credit Products with Generalized Multifactor Models

Credit Risk ◽

10.1201/9781584889953-34 ◽

2008 ◽

pp. 509-534

Keyword(s):

Multifactor Models

About the Contributors

Credit Risk ◽

10.1201/9781584889953-37 ◽

2008 ◽

pp. 575-588

& Numerical Pricing of Collateral Debt Obligations: A Monte Carlo Approach

Credit Risk ◽

10.1201/9781584889953-36 ◽

2008 ◽

pp. 551-574

Keyword(s):

Monte Carlo ◽

Monte Carlo Approach

& An Empirical Analysis of CDO Data

Credit Risk ◽

10.1201/9781584889953-33 ◽

2008 ◽

pp. 481-508

Keyword(s):

Empirical Analysis

& CDS Options through Candidate Market Models and the CDS-Calibrated CIRþþ Stochastic Intensity Model

Credit Risk ◽

10.1201/9781584889953-31 ◽

2008 ◽

pp. 417-450

Keyword(s):

Market Models ◽

Stochastic Intensity ◽

Intensity Model