An Introduction to Credit Risk Modeling
Mathematics for Finance, Chapman & Hall/CRC, 2nd Reprint (2003); with L. Overbeck and Chr. Wagner
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Structured Credit Portfolio Analytsis, Baskets & CDOs
Mathematics for Finance, Chapman & Hall/CRC (2007); with L. Overbeck
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Kreditrisikomessung
Springer, June (2006); with A. Henking and L. Fahrmeir; with a foreword by Dirk Tasche
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