Volume 32; Issue 2

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Economic Notes
Volume 32; Issue 2

Economic Notes

Volume 32; Issue 2

1

Introduction

Andrea Berardi, Francesco Rossi

Journal:

Year:

2003

Language:

english

File:

PDF, 49 KB

english, 2003

2

Market Size and Investment Performance of Defaulted Bonds and Bank Loans: 1987–2001

Edward I. Altman, Jason Pompeii

Journal:

Year:

2003

Language:

english

File:

PDF, 231 KB

english, 2003

3

Credit Risk Models – Do They Deliver Their Promises? A Quantitative Assessment

Gianluca Oderda, Michel M. Dacorogna, Tobias Jung

Journal:

Year:

2003

Language:

english

File:

PDF, 155 KB

english, 2003

4

Pricing Loans Using Default Probabilities

Stuart M. Turnbull

Journal:

Year:

2003

Language:

english

File:

PDF, 146 KB

english, 2003

5

Pricing and Hedging Credit Derivatives with Copulas

Umberto Cherubini, Elisa Luciano

Journal:

Year:

2003

Language:

english

File:

PDF, 428 KB

english, 2003

6

A Structural Analysis of Credit Risk With Risky Collateral: A Methodology for Haircut Determination

Didier Cossin, Tomas Hricko

Journal:

Year:

2003

Language:

english

File:

PDF, 324 KB

english, 2003

7

Managing Electricity Risk

Giovanni Barone–Adesi, Andrea Gigli

Journal:

Year:

2003

Language:

english

File:

PDF, 235 KB

english, 2003