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User's Corner
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Extended "constant correlations" in CreditManager 2.0
by
Christopher C. Finger
more information... |
Treating collateral and guarantees in CreditManager 2.0
by
Aiden McNulty
more information... |
Methods and Applications
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Credit derivatives in CreditMetrics
by
Christopher C. Finger
more information... |
Commercial paper defaults and rating transitions, 1972-1998
by
Sean C. Keenan, Lea V. Carty
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A one-parameter representation of credit risk and transition matrices
by
Dr. Barry Belkin, Dr. Stephan Suchower, Dr. Lawrence R. Forest, Jr.
more information... |
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668 KB