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Credit Derivatives: The Definitive Guide
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Credit Derivatives: The Definitive Guide (2003)Credit Derivatives: The Definitive GuideAsymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (2013)Asymptotic Analysis of the Lo…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)An Introduction to Copulas (1999)Coherent Measures of Risk (1999)Interplay of insurance and financial risks in a stochastic environment (2019)
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  • 2013Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation35 cited

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