JEL Classification D40 "General: Market Structure and Pricing"These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the D40 classification. (sorted by date) CVA 'Demystified' by Ignacio Ruiz of iRuiz Consulting (259K PDF) -- 8 pages -- February 15, 2011 A Dynamic Correlation Modelling Framework with Consistent Stochastic Recovery by Yadong Li of Barclays Capital (328K PDF) -- 23 pages -- April 21, 2010 Economic Benefit of Powerful Credit Scoring by Andreas Blöchlinger of Credit Suisse, and Markus Leippold of the Swiss Banking Institute, University of Zürich (579K PDF) -- 42 pages -- July 20, 2005
[Home] [JEL Classification] |