A Comparison of Stochastic Default Rate Models

By Christopher C. Finger. 2000

63 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/7a16591f34718f462cb9ccb3b611557563187da8

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Darrell Duffie

In Finance

1. Darrell Duffie
2. Francis A. Longstaff
3. Kay Giesecke
4. Hanno Lustig
5. Yacine Aït-Sahalia
6. Dimitri Vayanos
7. Robin Greenwood
8. Andrew Ellul

Citations in the corpus

• Credit risk modeling with affine processes (2007, background): “Collin-Dufresne, Goldstein, and Hugonnier [2002], Das, Duffie, and Kapadia [2004], Davis and Lo [1999], Davis and Lo [2000], Duffie and Gˆarleanu [2001], Finger [2000] , Sch¨onbucher [2003b], Sch¨onbucher and Schubert [2001], and Yu [2002b].”