The following pages link to David Lando (Q375361):
Displaying 7 items.
- On Cox processes and credit risky securities (Q375362) (← links)
- Credit Risk Modeling (Q3646982) (← links)
- (Q4218389) (← links)
- Swap Pricing with Two-Sided Default Risk in a Rating-Based Model * (Q4526194) (← links)
- Term Structures of Credit Spreads with Incomplete Accounting Information (Q4531013) (← links)
- DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS (Q5464333) (← links)
- Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood (Q6054440) (← links)
