David Lando
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Department of Finance
Copenhagen Business School
Solbjerg Plads 3
DK-2840 Holte
DENMARK |
Affiliations
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Copenhagen Business School
Research profile
author of:
- Credit Default Swaps: A Primer and Some Recent Trends (RePEc:anr:refeco:v:12:y:2020:p:177-192)
by David Lando - Default Risk And Diversification: Theory And Empirical Implications (RePEc:bla:mathfi:v:15:y:2005:i:1:p:1-26)
by Robert A. Jarrow & David Lando & Fan Yu - Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood (RePEc:bla:mathfi:v:32:y:2022:i:4:p:1214-1230)
by Benjamin Christoffersen & David Lando & Søren Feodor Nielsen - Generalized Recovery (RePEc:cpr:ceprdp:12665)
by Lando, David & Pedersen, Lasse Heje & Skov Jensen, Christian - Safe Haven CDS Premiums (RePEc:cpr:ceprdp:12694)
by Klinger, Sven & Lando, David - Term Structures of Credit Spreads with Incomplete Accounting Information (RePEc:ecm:emetrp:v:69:y:2001:i:3:p:633-64)
by Duffie, Darrell & Lando, David - Dynamic capital structure with callable debt and debt renegotiations (RePEc:eee:corfin:v:29:y:2014:i:c:p:644-661)
by Christensen, Peter Ove & Flor, Christian Riis & Lando, David & Miltersen, Kristian R. - Financial sector linkages and the dynamics of bank and sovereign credit spreads (RePEc:eee:empfin:v:38:y:2016:i:pa:p:374-393)
by Kallestrup, René & Lando, David & Murgoci, Agatha - Analyzing rating transitions and rating drift with continuous observations (RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:423-444)
by Lando, David & Skodeberg, Torben M. - Confidence sets for continuous-time rating transition probabilities (RePEc:eee:jbfina:v:28:y:2004:i:11:p:2575-2602)
by Christensen, Jens H.E. & Hansen, Ernst & Lando, David - Robustness of distance-to-default (RePEc:eee:jbfina:v:50:y:2015:i:c:p:493-505)
by Jessen, Cathrine & Lando, David - Corporate bond liquidity before and after the onset of the subprime crisis (RePEc:eee:jfinec:v:103:y:2012:i:3:p:471-492)
by Dick-Nielsen, Jens & Feldhütter, Peter & Lando, David - Generalized recovery (RePEc:eee:jfinec:v:133:y:2019:i:1:p:154-174)
by Jensen, Christian Skov & Lando, David & Pedersen, Lasse Heje - Decomposing swap spreads (RePEc:eee:jfinec:v:88:y:2008:i:2:p:375-405)
by Feldhütter, Peter & Lando, David - Correlation in corporate defaults: Contagion or conditional independence? (RePEc:eee:jfinin:v:19:y:2010:i:3:p:355-372)
by Lando, David & Nielsen, Mads Stenbo - On the Pricing of Step-Up Bonds in the European Telecom Sector (RePEc:hhs:cbsfin:2004_009)
by Lando, David & Mortensen, Allan - Cyclicality and Firm Size in Private Firm Defaults (RePEc:ijc:ijcjou:y:2017:q:4:a:4)
by Thais Lærkholm Jensen & David Lando & Mamdouh Medhat - Additive Intensity Regression Models in Corporate Default Analysis (RePEc:oup:jfinec:v:11:y:2013:i:3:p:443-485)
by David Lando & Mamdouh Medhat & Mads Stenbo Nielsen & Søren Feodor Nielsen - Swap Pricing with Two-Sided Default Risk in a Rating-Based Model (RePEc:oup:revfin:v:3:y:1999:i:3:p:239-268.)
by Brian Huge & David Lando - A Markov Model for the Term Structure of Credit Risk Spreads (RePEc:oup:rfinst:v:10:y:1997:i:2:p:481-523)
by Jarrow, Robert A & Lando, David & Turnbull, Stuart M - Safe Haven CDS Premiums (RePEc:oup:rfinst:v:31:y:2018:i:5:p:1856-1895.)
by Sven Klingler & David Lando - Some Lessons From CDO Markets on Mathematical Models (RePEc:pal:palchp:978-1-137-32887-8_4)
by David Lando - Generalized Recovery (RePEc:red:sed016:935)
by Lasse Pedersen & David Lando & Christian Skov Jensen - A Markov Model for the Term Structure of Credit Risk Spreads (RePEc:wsi:wschap:9789812819222_0018)
by Robert A. Jarrow & David Lando & Stuart M. Turnbull - Default Risk And Diversification: Theory And Empirical Implications (RePEc:wsi:wschap:9789812819222_0019)
by Robert A. Jarrow & David Lando & Fan Yu