Loss given default

Field
Subfield
Domain
OpenAlex	C133930124

Smeal faculty

• Zhongyi Yuan - score 0.6
• Brent W. Ambrose - score 0.6
• Anh Le - score 0.6

Papers

• Embedded Options in the Mortgage Contract (2000) - cites 65
• Separating the Components of Default Risk: A Derivative-Based Approach (2014) - cites 46
• The loss given default of a low-default portfolio with weak contagion (2015) - cites 10