Measuring and Managing Credit Risk
2004
The Handbook of Structured Finance, Chapter 12 - Residential Mortgage-Backed Securities
2007
Behavioral Investment Management: An Efficient Alternative to Modern Portfolio Theory
2012
The Handbook of Structured Finance, Chapter 4 - Modeling Credit Dependency
2007
The Handbook of Structured Finance, Chapter 16 - Securitizations In the Context of Basel II
2007
The Handbook of Structured Finance, Chapter 14 - Covered Bonds
2007