M. Krekel

2002–2008

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom M. Krekel trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. John C. Hull
  2. Alan G. White
  3. David X. Li

Who trusts M. Krekel overall

  1. X. Burtschell
  2. Holger Lang

Papers from M. Krekel's perspective

Ordered by how strongly the researchers M. Krekel trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Valuation of a CDO and an n-th to Default CDS Without Monte Carlo Simulation
  2. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
  3. Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings
  4. Delta-hedging vega risk?
  5. The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications
  6. Valuing Credit Default Swaps I: No Counterparty Default Risk
  7. The Pricing of Options and Corporate Liabilities
  8. Do Credit Spreads Reflect Stationary Leverage Ratios
  9. Basket Default Swaps, Cdos and Factor Copulas
  10. Analyzing rating transitions and rating drift with continuous observations

Their papers