A. Elizalde

发表

Structural Models in Credit Risk Modeling

A. Elizalde, Abel Elizalde, 2012 .

Credit risk models II: structural models

A. Elizalde, Abel Elizalde, 2006 .

Economic and Regulatory Capital in Banking: What Is the Difference?

Rafael Repullo, A. Elizalde, 2012 .

Do We Need to Worry about Credit Risk Correlation?

A. Elizalde, Abel Elizalde, 2005 .

Credit Risk Models IV: Understanding and pricing CDOs

A. Elizalde, Abel Elizalde, 2006 .

Credit Default Swap Valuation : An Application to Spanish Firms

A. Elizalde, 2002 .

From Basel I to Basel II: an analysis of the three pillars

A. Elizalde, Abel Elizalde, 2007 .

CREDIT RISK MODELS III: RECONCILIATION REDUCED - STRUCTURAL MODELS

A. Elizalde, Abel Elizalde, 2006 .

Credit risk models I: default correlation in intensity models

A. Elizalde, Abel Elizalde, 2006 .

Economic and Regulatory Capital: What is the Difference?

Rafael Repullo, A. Elizalde, Abel Elizalde, 2004 .

Default Correlation in Intensity Models for Credit Risk Modeling

A. Elizalde, 2012 .