Showing results 1 to 3 of 3
Credit Default Swap Valuation with Counterparty Default Risk and Market Risk Kim, Mi Ae; Kim, Tong Suk, JOURNAL OF RISK, v.6, no.2, pp.49 - 80, 2003-04 |
Default Correlation Dynamics with Business Cycle and Credit Quality Changes Kim, Mi Ae; Kim, Tong Suk, 2002년도 한국선물학회 정기학술대회, 한국선물학회, 2002-12-13 |
Default Correlation Dynamics with Business Cycle and Credit Quality Changes Kim, Mi Ae; Kim, Tong Suk, JOURNAL OF DERIVATIVES, v.13, no.1, pp.8 - 27, 2005-09 |
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