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Results:
1-6
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Results: 6
Floating-fixed credit spreads
Authors:
Duffie, D Liu, J
Citation:
D. Duffie et J. Liu, Floating-fixed credit spreads, FINANC ANAL, 57(3), 2001, pp. 76-87
Risk and valuation of collateralized debt obligations
Authors:
Duffie, D Garleanu, N
Citation:
D. Duffie et N. Garleanu, Risk and valuation of collateralized debt obligations, FINANC ANAL, 57(1), 2001, pp. 41-59
Term structures of credit spreads with incomplete accounting information
Authors:
Duffie, D Lando, D
Citation:
D. Duffie et D. Lando, Term structures of credit spreads with incomplete accounting information, ECONOMETRIC, 69(3), 2001, pp. 633-664
Transform analysis and asset pricing for affine jump-diffusions
Authors:
Duffie, D Pan, J Singleton, K
Citation:
D. Duffie et al., Transform analysis and asset pricing for affine jump-diffusions, ECONOMETRIC, 68(6), 2000, pp. 1343-1376
Modeling term structures of defaultable bonds
Authors:
Duffie, D Singleton, KJ
Citation:
D. Duffie et Kj. Singleton, Modeling term structures of defaultable bonds, REV FINANC, 12(4), 1999, pp. 687-720
A liquidity-based model of security design
Authors:
DeMarzo, P Duffie, D
Citation:
P. Demarzo et D. Duffie, A liquidity-based model of security design, ECONOMETRIC, 67(1), 1999, pp. 65-99
Risultati:
1-6
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