Jochen Backhaus
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Pricing and hedging of portfolio credit derivatives with interacting default intensities International Journal of Theoretical and Applied Finance | 2011-04-27 | Paper |
| Dynamic hedging of synthetic CDO tranches with spread risk and default contagion Journal of Economic Dynamics and Control | 2010-04-22 | Paper |
| Pricing and hedging of credit derivatives in a model with interacting default intensities: A Markovian approach. | 2009-08-31 | Paper |
Research outcomes over time
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