Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence.
- Published in:
- Economic Notes, 2004, v. 33, n. 2, p. 183, doi. 10.1111/j.0391-5026.2004.00129.x
- By:
- Publication type:
- Article
Works matching IS 03915026 AND DT 2004 AND VI 33 AND IP 2
Results: 5
1
2
The Co-initial Swap Market Model.
- Published in:
- Economic Notes, 2004, v. 33, n. 2, p. 209, doi. 10.1111/j.0391-5026.2004.00130.x
- By:
- Publication type:
- Article
3
Semi-analytic Approaches to Collateralized Debt Obligation Modelling.
- Published in:
- Economic Notes, 2004, v. 33, n. 2, p. 233, doi. 10.1111/j.0391-5026.2004.00131.x
- By:
- Publication type:
- Article
4
Preventing Systemic Crises through Bank Transparency.
- Published in:
- Economic Notes, 2004, v. 33, n. 2, p. 257, doi. 10.1111/j.0391-5026.2004.00132.x
- By:
- Publication type:
- Article
5
Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis with High-frequency Data.
- Published in:
- Economic Notes, 2004, v. 33, n. 2, p. 275, doi. 10.1111/j.0391-5026.2004.00133.x
- By:
- Publication type:
- Article