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- 2007
-
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
Finance - Markets, Instruments & Investments
(2007)
- Book/Report › Book
- 2006
-
Mark
CreditGrades and the iTraxx CDS index market
- Contribution to journal › Article
-
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
Merton Unraveled: A Flexible Way of Modelling Default Risk
- 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 (abridged version)
- Contribution to journal › Article
-
Mark
Cross-Sectional Correlation: New Evidence on Changing Correlations and Correlation Breakdown in Equity Markets
- Contribution to journal › Article