Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Christopher C. Finger
A Comparison of Stochastic Default Rate Models
SSRN Electronic Journal
Related publications
Valuation of Loan Credit Default Swaps Correlated Prepayment and Default Risks With Stochastic Recovery Rate
International Journal of Financial Research
Finance
Business
Economics
International Management
Accounting
Econometrics
Actuarial Pricing Models of Reverse Mortgage With the Stochastic Interest Rate
A Tractable Multivariate Default Model Based on a Stochastic Time-Change
International Journal of Theoretical and Applied Finance
Economics
Econometrics
Finance
Estimating Default and Recovery Rate Correlations
SSRN Electronic Journal
A Comparison of Stochastic Models for the Interarrival Times of Packets in a Computer Network
Multi-Period Corporate Default Prediction With Stochastic Covariates
Journal of Financial Economics
Management
Finance
Economics
Strategy
Accounting
Econometrics
Extension of Stochastic Volatility Equity Models With Hull-White Interest Rate Process
SSRN Electronic Journal
Comparison of Single-Site and Multi-Site Stochastic Models for Streamflow Generation
Applied Water Science
The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation
