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Publications by David Lando

Utilising Super-Resolution Palm Imaging in Fission Yeast

Biophysical Journal

English

Confidence Sets for Continuous-Time Rating Transition Probabilities

Journal of Banking and Finance

English

Swap Pricing With Two-Sided Default Risk in a Rating-Based Model

SSRN Electronic Journal

English

On the Pricing of Step-Up Bonds in the European Telecom Sector

SSRN Electronic Journal

English

Default Risk and Diversification: Theory and Empirical Implications

SSRN Electronic Journal

English

Correlation in Corporate Defaults: Contagion or Conditional Independence?

SSRN Electronic Journal

English