Browsen in EconStor gesamt nach Autor:innen Giesecke, Kay
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Erscheinungsjahr | Titel | Autor:innen |
2001 | Default compensator, incomplete information, and the term structure of credit spreads | Giesecke, Kay |
2001 | Correlated default with incomplete information | Giesecke, Kay |
2002 | Compensator-based simulation of correlated defaults | Giesecke, Kay |
2002 | An exponential model for dependent defaults | Giesecke, Kay |
2002 | Credit contagion and aggregate losses | Giesecke, Kay; Weber, Stefan |
2002 | Credit risk modeling and valuation: An introduction | Giesecke, Kay |
2003 | Cyclical correlations, credit contagion, and portfolio losses | Giesecke, Kay; Weber, Stefan |