Giesecke, Kay
Giesecke, Kay 1974-
Kay Giesecke academic
VIAF ID: 24429904 ( Personal )
Permalink: http://viaf.org/viaf/24429904
Preferred Forms
- 100 1 _ ‡a Giesecke, Kay
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- 100 1 _ ‡a Giesecke, Kay
- 100 1 _ ‡a Giesecke, Kay ‡d 1974-
- 100 0 _ ‡a Kay Giesecke ‡c academic
4xx's: Alternate Name Forms (1)
Works
Title | Sources |
---|---|
Compensator based simulation of correlated defaults | |
Corporate bond default risk a 150-year perspective | |
Credit Contagion and Aggregate Losses | |
Credit Risk Modeling and Valuation | |
Default compensator, incomplete information, and the term structure of credit spreads | |
experimental model for dependent defaults |