Recent publications by Lucas Bernard, Adjunct Associate Professor in the Financial Engineering Department:
Firm Value, Diversified Capital Assets and Credit Risk: Towards a Theory of Default Correlation (with Grüne, L. & Semmler, W.), Journal of Credit Risk, 3(4) Winter 2007/08
Abstract excerpt: Previous work by Grüne and Semmler (2005), focusing on a single firm, has shown that [read more]
Tag Archives: finance
Lucas Bernard’s Recent Finance Publications
December 10, 2007 – 12:25 pm