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4. An empirical study of corporate bond pricing with unobserved capital structure dynamics.. (2007). Maclachlan, Iain C.
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6. Credit Risk Modeling and the Term Structure of Credit Spreads. (2003). Chen, Li.
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7. Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates. (2003). Chen, Li.
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9. Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process. (2003). Panjer, Harry ; Chen, Cho-Jieh .
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10. Understanding the Recovery Rates on Defaulted Securities. (2003). Acharya, Viral ; Bharath, Sreedhar T ; Srinivasan, Anand.
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11. A General Characterization of Quadratic Term Structure Models. (2002). Chen, Li.
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12. Affine Processes and Application in Finance. (2002). Duffie, Darrell ; Schachermayer, W. ; Filipovic, D..
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13. Pricing Credit Derivatives with Rating Transitions. (2002). Das, Sanjiv ; Acharya, Viral ; Sundaram, Rangarajan K.
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1. Does ESG impact systemic risk? Evidencing an inverted U-shape relationship for major energy firms. (2023). Anwer, Zaheer ; Migliavacca, Milena ; Goodell, John W ; Paltrinieri, Andrea.
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2. The Pricing of Total Return Swap Under Default Contagion Models with Jump-Diffusion Interest Rate Risk. (2020). Wang, Anjiao.
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3. Stochastic Mortality Modelling for Dependent Coupled Lives. (2020). Henshaw, Kira ; Pamen, Olivier Menoukeu ; Constantinescu, Corina.
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4. A martingale representation theorem and valuation of defaultable securities. (2020). Choulli, Tahir ; Vanmaele, Michele ; Daveloose, Catherine.
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5. Adaptive Financial Fraud Detection in Imbalanced Data with Time-Varying Poisson Processes. (2019). Robert, Stephan ; Houssou, R'Egis ; Bovay, J'Erome.
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6. Evaluation of the moderate earthquake resilience of counties in China based on a three-stage DEA model. (2018). Ouyang, Zhe ; Liu, Yang ; Wei, Jiuchang ; Xu, Jia.
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7. General dynamic term structures under default risk. (2018). Schmidt, Thorsten ; Fontana, Claudio.
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8. Ambiguity in defaultable term structure models. (2018). Fadina, Tolulope ; Schmidt, Thorsten.
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9. Optional Defaultable Markets. (2017). Abdelghani, Mohamed N ; Melnikov, Alexander V.
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10. General dynamic term structures under default risk. (2017). Schmidt, Thorsten ; Fontana, Claudio.
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11. Hedging of defaultable claims in a structural model using a locally risk-minimizing approach. (2015). Okhrati, Ramin ; Jos'e Garrido, ; Alejandro Balb'as, .
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12. Optimal Credit Swap Portfolios. (2014). Giesecke, Kay ; Kim, Jack ; Tsoukalas, Gerry.
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13. Hedging of defaultable claims in a structural model using a locally risk-minimizing approach. (2014). Okhrati, Ramin ; Garrido, Jose ; Balbas, Alejandro.
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14. Credit Risk Modelling in Markovian HJM Term Structure Class of Models with Stochastic Volatility. (2011). Maina, Samuel Chege.
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15. Credit Risk Modelling in Markovian HJM Term Structure Class of Models with Stochastic Volatility. (2011). Maina, Samuel Chege.
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16. Pricing Longevity Bonds Using Affine-Jump Diffusion Models. (2011). Bravo, Jorge.
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17. Modelling Mortality Using Multiple Stochastic Latent Factors. (2011). Bravo, Jorge.
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18. On the robustness of longevity risk pricing. (2010). Zhao, Lin ; Zhang, Lihong ; Chen, Bingzheng.
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19. Indifference of Defaultable Bonds with Stochastic Intensity models. (2010). Houssou, Regis ; Besson, Olivier.
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20. A bridge from ruin theory to credit risk. (2009). Panjer, Harry ; Chen, Cho-Jieh .
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21. Credit Risk Models with Incomplete Information. (2009). Jarrow, Robert ; Zeng, Yan ; Guo, Xin.
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22. Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling. (2007). Etin, Umut ; Campi, Luciano.
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23. Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling. (2007). Cetin, Umut ; Campi, Luciano.
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24. A credit risk model for large dimensional portfolios with application to economic capital. (2006). Nystrom, Kaj ; Skoglund, Jimmy.
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26. A Class of Markovian Models for the Term Structure of Interest Rates Under Jump-Diffusions. (2005). Nikitopoulos-Sklibosios, Christina.
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29. Credit risk analysis of mortgage loans: An application to the Italian market. (2005). Renò, Roberto ; Reno, Roberto ; Mari, Carlo.
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30. A rule of thumb for the economic capital of a large credit portfolio. (2004). Weissbach, Rafael.
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31. Term Structure Dynamics in Theory and Reality. (2003). Singleton, Kenneth ; Dai, Qiang.
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32. Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process. (2003). Panjer, Harry ; Chen, Cho-Jieh .
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33. A boundary crossing model of counterparty risk. (2003). Esteghamat, Kian.
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34. Interactions Between Market and Credit Risk: Modeling the Joint Dynamics of Default-Free and Defaultable Bond Term Structures. (2002). Walder, Roger .
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35. Default compensator, incomplete information, and the term structure of credit spreads. (2001). Giesecke, Kay.
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36. Continuous‐Time Methods in Finance: A Review and an Assessment. (2000). Sundaresan, Suresh M..
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37. Pricing the Risks of Default. (1996). Unal, Haluk ; Madan, Dilip.
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