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The Handbook of currency and interest rate risk management
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The Handbook of currency and interest rate risk management (1990)The Handbook of currency and interest rat…Swap Pricing with Two-Sided Default Risk in a Rating-Based Model (2001)Swap Pricing with Two-Sided D…Dynamic Asset Pricing Theory. (1993)Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Modeling Term Structures of Defaultable Bonds (1999)Cross-currency LIBOR market models (2001)An integrated pricing model for defaultable loans and bonds (2004)
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  • 2001Swap Pricing with Two-Sided Default Risk in a Rating-Based Model21 cited

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