-
Reinforced
Urn Processes for Modeling Credit Default Distributions, Emanuele
Amerio (INSEAD), Pietro Muliere (Università Bocconi, Milano)
and Piercesare Secchi (Politecnico di Milano)
-
Estimating
Default Probabilities Using Stock Prices: The Swedish Banking
Sector During the 1990s Banking Crisis, Hans N.E. Bystrom
(University of Technology, Sidney)
-
The Short
Rate Drift Is Actually Nonlinear But Not as Much as We Thought,
Olivier Renault (London School of Economics) and Olivier Scaillet
(HEC Genève and FAME, UNIMAIL, Faculté des SES, Switzerland)
-
Debt Valuation
and Marketability Risk, Pierre Tychon (IRES, Université
Catholique de Louvain, Belgium and European Investment Bank, Luxemburg)
and Vincent Vannetelbosch (IRES, Université catholique de
Louvain and FNRS, Belgium)
-
Analysing
and Combining Multiple Credit Assessments of Financial Institutions,
Evangelos Tabakis (European Central Bank, Germany) and Anna Vinci
(European Central Bank, Germany)
|