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

Home Store Glossary Links Site Guide Search
JEL O33


Submit Your Paper

Fitch Ratings Jobs

[ Worldwide]

Post Your Résumé
For Recruiters

Featured Book
Financial Modelling with Jump Processes
Financial Modelling with Jump Processes

by Rama Cont, Peter Tankov, Chapman & Hall/CRC, (December 30, 2003), Hardcover, 552 pages.
How to do Lévy Processes

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 O31
"Technological Change: Choices and Consequences; Diffusion Processes"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the O31 classification.     (sorted by date)

Dynamic Credit Portfolio Management: Linking credit risk systems, securitization and standardised credit indices
by Joăo Garcia of Dexia Group,
Serge Goossens of Dexia Bank, and
Jeroen Lamoot of Banking, Finance and Insurance Commission, CBFA
(2,800K PDF) -- 47 pages -- January 31, 2008

Loan-Portfolio Quality and the Diffusion of Technological Innovation
by Robert Hauswald of American University, and
Robert Marquez of the University of Maryland
(305K PDF) -- 33 pages -- March 2004

[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: May 10, 2008