JEL Classification C0 & C00
"General: Mathematical and Quantitative Methods"These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the C0 & C00 classifications. (sorted by date) Dynamic Copulas: Applications to finance and economics
by Daniel Totouom-Tangho of MINES ParisTech
(3,209K PDF) -- 158 pages -- November 6, 2007 Pricing Callable Bonds with Stochastic Interest Rate and Stochastic Default Risk: A 3D Finite Difference Model
by David Wang of Hsuan Chuang University
(62K PDF) -- 10 pages -- February 2005 Arbitrage-Free Price Ranges for nth-to-Default Swaps
by Michael B. Walker of the University of Toronto
(141K PDF) -- 11 pages -- November 29, 2004 CreditMetrics™ -- Technical Document
by Greg M. Gupton of the Morgan Guaranty Trust Company,
Christopher C. Finger of the Morgan Guaranty Trust Company, and
Mickey Bhatia of the Morgan Guaranty Trust Company
(1,361K PDF) -- 212 pages -- April 2, 1997
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