Gordon Delianedis

The Components of Corporate Credit Spreads: Default, Recovery, Taxes, Jumps, Liquidity, and Market Factors

R. Geske, Gordon Delianedis, Gordon Delianedis, 2001 .

Credit Risk and Risk Neutral Default Probabilities: Information About Rating Migrations and Defaults

R. Geske, Gordon Delianedis, 2003 .

Recovery Assumptions in the Valuation of Credit Derivatives

R. Lagnado, Gordon Delianedis, Gordon Delianedis, 2002 .