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Credit risk modeling

. Princeton series in finance Princeton Univ. Press, Princeton, NJ u.a., (2004)

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Term Structures of Credit Spreads with Incomplete Accounting Information, and . Econometrica, 69 (3): 633--664 (121 05 2001)doi: 10.1111/1468-0262.00208.Confidence sets for continuous-time rating transition probabilities, , and . Journal of Banking & Finance, 28 (11): 2575--2602 (November 2004)Quantitative single-molecule microscopy reveals that CENP-ACnp1 deposition occurs during G2 in fission yeast, , , , , , , , , and 2 other author(s). Open Biology, (2012)Credit risk modeling. Princeton series in finance Princeton Univ. Press, Princeton, NJ u.a., (2004)A Markov model for the term structure of credit risk spreads, , and . Review of Financial Studies, 10 (2): 481--523 (1997)Analyzing rating transitions and rating drift with continuous observations, and . Journal of Banking & Finance, 26 (2-3): 423--444 (March 2002)