1

Economic benefit of powerful credit scoring

Year:
2006
Language:
english
File:
PDF, 349 KB
english, 2006
2

Identifying, valuing and hedging of embedded options in non-maturity deposits

Year:
2015
Language:
english
File:
PDF, 876 KB
english, 2015
3

Arbitrage-free credit pricing using default probabilities and risk sensitivities

Year:
2011
Language:
english
File:
PDF, 503 KB
english, 2011
5

Validation of Default Probabilities

Year:
2012
Language:
english
File:
PDF, 558 KB
english, 2012
6

Are the Probabilities Right? New Multiperiod Calibration Tests

Year:
2017
Language:
english
File:
PDF, 799 KB
english, 2017
9

Credit Rating and Pricing: Poles Apart

Year:
2018
Language:
english
File:
PDF, 460 KB
english, 2018