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Information
about: David Lando
Personal Details | Affiliation | Works
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Personal Details
First Name: David
Middle Name:
Last Name: Lando
Suffix:
RePEc Short-ID: pla6
Email: Homepage:
Postal Address: Department of Finance Copenhagen Business School Solbjerg Plads 3 DK-2840 Holte DENMARK
Phone: Affiliation (in no particular order)
No affiliation has been provided
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Working papers
Lando, David & Mortensen, Allan, 2004.
"On the Pricing of Step-Up Bonds in the European Telecom Sector ,"
Working Papers
2004-9, Copenhagen Business School, Department of Finance.
[Downloadable!]
Articles
Feldhütter, Peter & Lando, David, 2008.
"Decomposing swap spreads ,"
Journal of Financial Economics ,
Elsevier, vol. 88(2), pages 375-405, May.
[Downloadable!] (restricted)
Robert A. Jarrow & David Lando & Fan Yu, 2005.
"Default Risk And Diversification: Theory And Empirical Implications ,"
Mathematical Finance ,
Blackwell Publishing, vol. 15(1), pages 1-26.
[Downloadable!] (restricted)
Christensen, Jens H.E. & Hansen, Ernst & Lando, David, 2004.
"Confidence sets for continuous-time rating transition probabilities ,"
Journal of Banking & Finance ,
Elsevier, vol. 28(11), pages 2575-2602, November.
[Downloadable!] (restricted)
Lando, David & Skodeberg, Torben M., 2002.
"Analyzing rating transitions and rating drift with continuous observations ,"
Journal of Banking & Finance ,
Elsevier, vol. 26(2-3), pages 423-444, March.
[Downloadable!] (restricted)
Duffie, Darrell & Lando, David, 2001.
"Term Structures of Credit Spreads with Incomplete Accounting Information ,"
Econometrica ,
Econometric Society, vol. 69(3), pages 633-64, May.
Jarrow, Robert A & Lando, David & Turnbull, Stuart M, 1997.
"A Markov Model for the Term Structure of Credit Risk Spreads ,"
Review of Financial Studies ,
Oxford University Press for Society for Financial Studies, vol. 10(2), pages 481-523.
NEP Fields 1 paper by this author was announced in NEP , and specifically in the following field reports (number of papers):
NEP-FIN : Finance (1) 2006-07-02 Author is listed
NEP-FMK : Financial Markets (1) 2006-07-02 Author is listed
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This page was last updated on 2009-12-16.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .