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Paris-Princeton Lectures on Mathematical Finance 2004 Finance 2004
by Rene A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huyen Pham, Erik Taflin, Springer, (October 1, 2007), Paperback, 248 pages |  | Training Discounted for DefaultRisk.com visitors only:
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| | These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the E32 classification. (sorted by date) Modeling the Distribution of Credit Losses with Observable and Latent Factors
by Gabriel Jiménez of the Bank of Spain, and
Javier Mencía of the Bank of Spain
(498K PDF) -- 93 pages -- March 2007 Credit Risk Drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics
by Diana Bonfim of Banco de Portugal
(558K PDF) -- 48 pages -- March 2007 Credit Chains and the Propagation of Financial Distress
by Frederic Boissay of the European Central Bank
(685K PDF) -- 34 pages -- January 2006 Forward-Looking Estimation of Default Probabilities with Italian Data
by Giuseppe Marotta of the University of Modena and Reggio Emilia,
Chiara Pederzoli of the University of Milano Bicocca, and
Costanza Torricelli of the University of Modena and Reggio Emilia
(160K PDF) -- 18 pages -- November 2005 Remarks on Pricing Correlation Products
by Harald Skarke of Bank Austria Creditanstalt
(77K PDF) –- 6 pages -- July 17, 2005 Business Failure in US and UK Quoted Firms: Impact of Macroeconomic Instability and the Role of Legal Institutions
by A. Bhattacharjee of the University of Cambridge,
C. Higson of the London Business School,
S. Holly of the University of Cambridge, and
P. Kattuman of the University of Cambridge
(1,165K PDF) -- 42 pages -- March 17, 2004 Macro Economic Instability and Business Exit: Determinants of Failures and Acquisitions of Large UK Firms
by A. Bhattacharjee of the Reserve Bank of India,
C. Higson of London Business School,
S. Holly of the University of Cambridge, and
P. Kattuman of the University of Cambridge
(736K PDF) -- 34 pages -- March 5, 2002 Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
by John Y. Campbell of Harvard University,
Martin Lettau of the Federal Reserve Bank of New York,
Burton G. Malkiel of Princeton University, and
Yexiao Xu of the University of Texas
(877K PDF) -- 43 pages -- February 2001
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