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19 research outputs found
Collateral-Enhanced Default Risk
Author
Andrew David Green
Bcbs-189
+16 more
C Kenyon
C Lokey
Chris Kenyon
D Murphy
D Vazza
F Black
Fcic
Isda
Isda
J Gregory
M Broadie
M Cameron
P Schonbucher
R Merton
U S Annual
V Piterbarg
Publication venue
'Elsevier BV'
Publication date
01/01/2013
Field of study
No full text
Crossref
The hypospadias-specific health-related quality of life conceptual framework: a scoping review of the literature
Author
A Kanematsu
A Kanematsu
+41 more
A Kiss
A Nozohoor Ekmark
B Chertin
B Schlomer
BB Winship
BC Jones
CP Nelson
D Poenaru
DEM-B Sandberg
DM Weber
DM Weber
DM Weber
EM Dokter
F Ciancio
G Liu
IS Metzler
J Seibold
K Moriya
KJ Sawin
KJ Sullivan
L Örtqvist
M Andersson
MA Keays
MA Mureau
MAMS Mureau
MAMS Mureau
MB Aulagne
MM Liu
N Callens
NK Ruppen-Greeff
NY Hoy
S Thiry
S Turial
S Vandendriessche
SA Fraumann
SP Rynja
TB Bubanj
V Menon
VB Schonbucher
VB Schonbucher
WW Wang
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Intra-Industry Credit Contagion: Evidence from the Credit Default Swap and Stock Markets
Author
C Mackinlay
C Zhou
+33 more
D Duffie
E Elton
F Longstaff
F Yu
Gaiyan Zhang
H Zhu
J Aharony
J Aharony
J Brander
J Hull
J Hull
J Polonchek
K Giesecke
K Giesecke
L Chen
L Lang
L Norden
M B Slovin
M Crouhy
M Davis
M Gordy
M J White
M Micu
P Collin-Dufresne
P Houweling
P Schonbucher
Philippe Jorion
R Blanco
R Jarrow
S Bronars
S Das
S Dasgupta
V Maksimovic
Publication venue
'Elsevier BV'
Publication date
01/01/2006
Field of study
No full text
Crossref
Dynamic Credit Portfolio Management: Linking Credit Risk Systems, Securitization and Standardised Credit Indices
Author
A Bangia
A Batchvarov
+58 more
A Chernih
A De Servigny
A De Servigny
A De Servigny
A Sklar
D Cassart
D Duffie
D Jones
D Lucas
D O&apos
D Tasche
E I Altman
E I Altman
E Parcel
Ed W Perraudin
F Longstaff
G M Gupton
H Albrecher
J Garcia
J Garcia
J Garcia
J Garcia
J Garcia
J Hamilton
J Hull
Jeroen Lamoot
Joao Garcia
K S Bains
L Andersen
L Andersen
L C Overbecck
M Baxter
M Bruche
M Gordy
M Gordy
M K Drexler
M Neugebauer
Markit
Markit
Markit
O Vasicek
P Artzner
P Embrechts
P J Schonbucher
P Mazataud
P Nickell
P Schonbucher
R Bahar
R Kalra
R L Ahluwalia
R Martin
R Merton
R Torresetti
R V Hrvatin
S Chava
S Chomsissengphet
Serge Goossens
Y Fu
Publication venue
'Elsevier BV'
Publication date
01/01/2008
Field of study
No full text
Crossref
Testing for Regime Changes in Greek Sovereign Debt Crisis
Author
A Levin
A Serletis
+26 more
A W Gregory
C W J Granger
Christos Staikouras
D Duffie
D M Chance
D R Sanders
E F Fama
E Peroni
Emmanuel C. Mamatzakis
H Chung
H Zhu
J C Hull
J L Wu
J Meyer
J Quan
K S Im
L Norden
Meti
Nicholas Apergis
P J Schonbucher
R A Jarrow
R C Merton
S Johansen
T V Schwartz
T Wu
Y A Pierides
Publication venue
'Elsevier BV'
Publication date
01/01/2010
Field of study
No full text
Crossref
Market Liquidity and Adverse Permanent Effects in Hedging Equity & Interest Rates Derivatives
Author
A Sulem
A Sulem
+35 more
A V Kamyad
C Labart
C Labart
D Due
D Due
E Gobet
E Pardoux
E Pardoux
H E Leland
H Pham
J F Renaud
J Guyon
K Aase
M Avellaneda
M Morini
Marouan Ben Taarit
N El Karoui
N El Karoui
N El Karoui
P Cheridito
P J Schonbucher
R Almgren
R Buckdahn
R Jarrow
R Jarrow
S G�key
S G�key
S Mataramvura
S N Cohen
T M Li
U �etin
U �etin
U �etin
U �etin
V Bally
Publication venue
'Elsevier BV'
Publication date
01/01/2011
Field of study
No full text
Crossref
An Integrated Pricing Model for Defaultable Loans and Bonds
Author
A
A Saunders
+43 more
Altman
Applications Altman
B Huge
D Duffie
D Heath
D Heath
D Rosen
D Shimko
Duffie D
E I Altman
E I Altman
Edward I. Altman
F A Longstaff
F A Longstaff
F Black
G Duffee
G Duffee
H U Koyluoglu
I A Cooper
J Neilsen
K Castle
Kmv Corporati
L V Carty
L V Carty
M Crouhy
M Harrison
M K Ong
Mario Onorato
Models
O Vasicek
P Crosbie
P J Schonbucher
Q Dai
R A Jarrow
R Jarrow
R Merton
R Skora
S Kealhofer
S R Das
S R Das
S R Das
T M Creditmetrics
V V Acharya
Publication venue
'Elsevier BV'
Publication date
01/01/2003
Field of study
No full text
Crossref
Intrinsic Prices of Risk
Author
B Dupire
B Dupire
+34 more
D Bates
D Heath
E Derman
F Black
F Black
F Black
F Delbaen
G Blacher
H Follmer
I Karatzas
J C Cox
J C Cox
J C Jackwerth
J Hull
J Hull
J M Harrison
J M Harrison
J M Harrison
J M Keynes
K Back
K Sandmann
L O Scott
M Britten-Jones
N El Karoui
P Carr
P J Schonbucher
R Cont
R Mehra
R Merton
R Rebonato
S Heston
T Le
Truc Le
V Linetsky
Publication venue
'Elsevier BV'
Publication date
01/01/2014
Field of study
No full text
Crossref
A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets
Author
A Elizalde
A Elizalde
+42 more
A Fulop
A Levin
A W Lo
B Cserna
C Bajlum
C Francis
D Aunon-Nerin
D Du� E
D Mengle
D N Politis
D N Politis
D N Politis
D N Politis
D N Politis
F A Longsta�
F Yu
H Zhu
J A-Eck-Graves
J Bai
J De Wit
J Duarte
J Felsenheimer
J Hull
Juan Ignacio Peña
Juan Romo
L Saita
M Predescu
M Trapp
O Bondarenko
P J Schonbucher
R A Jarrow
R A Jarrow
R Blanco
R F Engle
R Jankowitsch
R.-R Chen
S Forte
S Hogan
S Mahanti
S Mayordomo
Sergio Mayordomo
V Acharya
Publication venue
'Elsevier BV'
Publication date
01/01/2011
Field of study
No full text
Crossref
Copula Methods and the Analysis of Credit Risk
Author
A Bangia
A Costinot
+61 more
A J Mcneil
A J Mcneil
B H Boyer
B Leblanc
B Leblanc
C C Finger
C Zhou
C Zhou
D B Madan
D Duffie
D Duffie
D Duffie
D Duffie
D Duffie
D Duffie
D Duffie
D Lando
D X Li
D X Li
David T. Hamilton
E Bouye
E Bouye
E Falkenstein
E Kellezi
E W Frees
F A Longstaff
F Iacono
F Lindskog
H Gersback
H Joe
J Danielsson
J F Chown
J Fons
J M Harrison
J M Harrison
J M Tavakoli
J P Broussard
Jessica James
K Giesecke
L Nielsen
L V Carty
M B Gordy
M Carey
M Carey
M Davis
Nick Webber
P Embrechts
P Embrechts
P Embrechts
P J Schonbucher
R A Jarrow
R A Jarrow
R B Nelsen
R C Merton
R Huisman
S C Keenan
S Coles
S Nandi
Siwik Jost
V Durrleman
V Durrleman
Publication venue
'Elsevier BV'
Publication date
01/01/2001
Field of study
No full text
Crossref
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