信用风险度量和管理方法研究

Pricing the risks of default[J] . Dilip B. Madan,Haluk Unal.Review of Derivatives Research . 1998 (2-3)

On cox processes and credit risky securities[J] . David Lando.Review of Derivatives Research . 1998 (2)

Modeling term structures of defaultable bond .2 Duffie Darrell,Kenneth Singleton. The Review of Financial Studies Special 12, 687~720 . 1999

A simple approach to valuing risky fixed and floating debt .2 Longstaff Francis and Eduardo Schwartz. Journal of Finance 50, 789～819 . 1995

Pricing the risks of default[J] . Dilip B. Madan,Haluk Unal.Review of Derivatives Research . 1998 (2-3)

On cox processes and credit risky securities[J] . David Lando.Review of Derivatives Research . 1998 (2)

Modeling term structures of defaultable bond .2 Duffie Darrell,Kenneth Singleton. The Review of Financial Studies Special 12, 687~720 . 1999

A simple approach to valuing risky fixed and floating debt .2 Longstaff Francis and Eduardo Schwartz. Journal of Finance 50, 789～819 . 1995