Hans Byström
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- 2007
-
Mark
Instantaneous Credit Risk Correlation
(
- Contribution to journal › Article
-
Mark
A Simple Continuous Measure of Credit Risk
(
- Contribution to journal › Article
-
Mark
How Profitable is Really Capital Structure Arbitrage?
2007)(
- Working paper/Preprint › Working paper
-
Mark
Structured Microfinance
(
- Contribution to journal › Article
- 2006
-
Mark
The Microfinance Collateralized Debt Obligation: a Modern Robin Hood?
2006) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Hedging Market Wide Credit Risk Using CDS indexes: The Case of Japan
2006)(
- Chapter in Book/Report/Conference proceeding › Book chapter
-
Mark
CreditGrades and the iTraxx CDS index market
(
- Contribution to journal › Article
-
Mark
Cross-Sectional Correlation: New Evidence on Changing Correlations and Correlation Breakdown in Equity Markets
(
- Contribution to journal › Article
-
Mark
Merton Unraveled: A Flexible Way of Modelling Default (abridged version)
(
- Contribution to journal › Article
-
Mark
Using Extreme Value Theory to Estimate the Likelihood of Banking Sector Failure
(
- Contribution to journal › Article
-
Mark
Merton Unraveled: A Flexible Way of Modelling Default Risk
(
- Contribution to journal › Article
- 2005
-
Mark
Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis
2005) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures
2005) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market
2005) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Default Probabilities According to the Bond Market
2005) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Extreme Value Theory and Extremely large Electricity Price Changes
(
- Contribution to journal › Article
-
Mark
Teaching Evaluations at the Introductory Finance Course at Lund University: a Comparison of the Course Experience Questionnaire and a Traditional Evaluation Approach
2005)(
- Working paper/Preprint › Working paper
-
Mark
Default Probabilities According to the Bond Market
(
- Contribution to journal › Article
-
Mark
Using Credit Derivatives to Compute Market Wide Default Probability Term Structures
(
- Contribution to journal › Article
-
Mark
Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis
(
- Contribution to journal › Article