Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Jacobs Jr, Michael"'
Publikováno v:
The Journal of Risk Finance, 2016, Vol. 17, Issue 2, pp. 194-217.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JRF-07-2015-0070
Autor:
Jacobs Jr., Michael
Publikováno v:
Journal of Financial Regulation and Compliance, 2014, Vol. 22, Issue 3, pp. 252-270.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JFRC-10-2013-0034
Autor:
Jacobs Jr, Michael1 michael@michaeljacobsjr.com
Publikováno v:
Journal of Risk Management in Financial Institutions. Summer2018, Vol. 11 Issue 3, p218-243. 26p.
Autor:
Jacobs Jr., Michael1 (AUTHOR) michael.jacobsjr@pnc.com
Publikováno v:
International Journal of Financial Studies. Dec2021, Vol. 9 Issue 4, p63-63. 1p.
Autor:
Jacobs Jr., Michael1 michael.jacobs@occ.treas.gov, Bag, Pinaki2 pinakibag@gmail.com
Publikováno v:
Journal of Advanced Studies in Finance (De Gruyter Open). 2011, Vol. 1 Issue 3, p26-46. 22p. 9 Charts, 8 Graphs.
Autor:
Jacobs Jr., Michael1 michael.jacobs@occ.treas.gov
Publikováno v:
Journal of Advanced Studies in Finance (De Gruyter Open). 2010, Vol. 1 Issue 1, p31-59. 29p. 9 Charts, 6 Graphs.
Autor:
Jacobs Jr., Michael1 michael.jacobs@occ.treas.gov
Publikováno v:
Journal of Risk Management in Financial Institutions. Jul-Sep2010, Vol. 3 Issue 4, p334-365. 32p. 6 Charts.
Autor:
Jacobs, Jr., Michael
Publikováno v:
Journal of Financial Transformation. 31:31-43
In this study we develop a theoretical model for ultimate loss-given default in the Merton (1974) structural credit risk model framework, deriving compound option formulae to model differential seniority of instruments, and incorporating an optimal f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::8268244bfa91881269b6594d94cfc02a
http://www.michaeljacobsjr.com/Jacobs_LGDModel_JFT_3-11_31_31-43
http://www.michaeljacobsjr.com/Jacobs_LGDModel_JFT_3-11_31_31-43
Autor:
Jacobs, Jr., Michael
Publikováno v:
Journal of Financial Transformation. 32:59-74
This study empirically analyzes the historical performance of defaulted debt from Moody’s Ultimate Recovery Database (1987-2010). Motivated by a stylized structural model of credit risk with systematic recovery risk, we argue and find evidence that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::e7aa9d7d46ce1457c07c3236581732e9
http://michaeljacobsjr.com/Jacobs_DefaultedDebt_JFT_32_8-11_59-74.pdf
http://michaeljacobsjr.com/Jacobs_DefaultedDebt_JFT_32_8-11_59-74.pdf
Publikováno v:
Handbook of Post Crisis Financial Modeling; 2016, p110-146, 37p