Mathematics and Credit Risk

Research output

Research output per year 2006 2006 2007 2008 2008

• 3 Working Paper/Preprint
• 1 Journal article

Research output per year

Research output per year

Search results

• 2008

  The Delivery Option in Credit Default Swaps

  Jankowitsch, R., Pullirsch, R. & Veza, T., 1 Dec 2008, In: Journal of Banking and Finance. 32, 7, p. 1269 - 1285

  Publication: Scientific journal › Journal article › peer-review

• 2007

  Flexing the Default Barrier

  Dorfleitner, G., Schneider, P. & Veza, T., 1 Oct 2007.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk

  Schneider, P., Sögner, L. & Veza, T., 1 Oct 2007.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• 2006

  The Delivery Option in Credit Default Swaps

  Jankowitsch, R., Pullirsch, R. & Veza, T., 1 Oct 2006.

  Publication: Working/Discussion Paper › Working Paper/Preprint