Browsing All of EconStor by Author Giesecke, Kay
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
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 |