DefaultRisk.com the web's biggest credit risk modeling resource.

Home Store Glossary Links Site Guide Search
JEL B13


Submit Your Paper

Post Your Résumé

For Recruiters

Today's Featured Book

The Handbook of Portfolio Mathematics: Formulas for Optimal Allocation & Leverage
The Handbook of Portfolio Mathematics: Formulas for Optimal Allocation & Leverage

by Ralph Vince, Wiley, (May 25, 2007), Hardcover, 448 pages

Fitch Quantitative Financial Research (QFR)
Training Discounted for DefaultRisk.com visitors only:

The Mathematics of Credit Derivatives: The Essential Credit Modelling and Pricing Companion
by Philipp J. Schönbucher,
WBS Training, August 2003, DVD / Interactive CD-ROM
Sponsor:
Shop at Amazon.com and support DefaultRisk.com

In Rememberance: World Trade Center (WTC)

JEL Classification B13
"Neoclassical through 1925"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the B13 classification.     (sorted by date)

The Jarrow and Turnbull Default Risk Model - Evidence from the German Market
by Manfred Frühwirth of Vienna University, and
Leopold Sögner of the Technical University of Vienna
(565K PDF) -- 49 pages -- October 17, 2004

The Jarrow/Turnbull Default Risk Model: Evidence from the German Market
by Manfred Frühwirth of Vienna University of Economics, and
Leopold Sögner of Vienna University of Economics
(296K PDF) -- 26 pages -- October 8, 2001

[Home] [JEL Classification]

Support DefaultRisk.com by shopping at Amazon.com

 

 

Home ]

Please contact me with problems or suggestions.
Copyright © 2000-2008 DefaultRisk.com
Last modified: August 29, 2008