Gordon Delianedis

University of California, Los Angeles (UCLA) - Anderson School of Management

110 Westwood Plaza

Los Angeles, CA 90095-1481

United States

SCHOLARLY PAPERS

2

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15

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51

Scholarly Papers (2)

1.

Credit Risk and Risk Neutral Default Probabilities: Information About Rating Migrations and Defaults

Number of pages: 38 Posted: 28 Jul 2003
Gordon Delianedis and Robert L. Geske
University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Los Angeles (UCLA) - Finance Area
Downloads 2,417 (8,289)
Citation 74

Abstract:

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2.

The Components of Corporate Credit Spreads: Default, Recovery, Taxes, Jumps, Liquidity, and Market Factors

UCLA Anderson Working Paper NO. 22-01
Number of pages: 41 Posted: 11 Nov 2003
Robert L. Geske and Gordon Delianedis
University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 1,986 (11,438)
Citation 16

Abstract:

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Credit spreads, default spread