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Mathematics and Credit Risk
Pichler, Stefan
(PI - Project head)
Summer, Christopher
(Researcher)
Veza, Tanja
(Researcher)
Overview
Publications
(4)
Activities
(6)
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
3 results
Publication Year, Title
(descending)
Publication Year, Title
(ascending)
Title
Type
Filter
Working Paper/Preprint
Search results
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