Lara Cathcart
3 published titles
Multiple defaults and Merton's model
1 edition
- Tanaka Business School
- 2004
- Details
The shape of the term structure of credit spreads : an empirical investigation
(Contributor)
1 edition
- Tanaka Business School
- 2004
- Details
Semi-analytical pricing of defaultable bonds in a signaling-jump default model
1 edition
- Tanaka Business School
- 2004
- Details
