Yildiray Yildirim

Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring

Yildiray Yildirim, 2008 .

The Dynamics of Operational Loss Clustering

Yildiray Yildirim, Anna Chernobai, 2008 .

Affine model of inflation-indexed derivatives and inflation risk premium

Yildiray Yildirim, Hsiao-Wei Ho, Henry H. Huang, 2014, Eur. J. Oper. Res..

The Effect of Taxes on the Pricing of Defaultable Debt

Yildiray Yildirim, Kian Guan Lim, David Lando, 2003 .

Governance Effects of LBO Events

Yildiray Yildirim, Yildiray Yildirim, Jeffrey Oxman, 2008 .

Valuing Default Swaps Under Market and Credit Risk Correlation

Yildiray Yildirim, Robert A. Jarrow, R. Jarrow, 2002 .

Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model

Yildiray Yildirim, Robert A. Jarrow, R. Jarrow, 2003, Journal of Financial and Quantitative Analysis.