Kay Giesecke

Kay Giesecke

Stanford University - Stanford / United States
Business & Management / Strategic Management
AD Scientific Index ID: 1650923
person_outline Kay Giesecke's MOST POPULAR ARTICLES
1-) Affine point processes and portfolio credit riskE Errais, K Giesecke, LR GoldbergSIAM Journal on Financial Mathematics 1 (1), 642-665, 2010546*2010
2-) Credit risk modeling and valuation: An introductionK GieseckeCredit Risk: Models and Management,Vol. 2, D. Shimko (Ed.), Risk Books, 2004, 20044632004
3-) Corporate bond default risk: A 150-year perspectiveK Giesecke, FA Longstaff, S Schaefer, I StrebulaevJournal of financial Economics 102 (2), 233-250, 20114432011
4-) Correlated default with incomplete informationK GieseckeJournal of Banking & Finance 28 (7), 1521-1545, 20044142004
5-) Exploring the sources of default clusteringS Azizpour, K Giesecke, G SchwenklerJournal of Financial Economics, 2016381*2016