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person:"Engelmann, Bernd"
subject:"Kreditrisiko"
~person:"Fabozzi, Frank J."
~subject:"Bond"
~type:"article"
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Kreditrisiko
Bond
Risk management
32
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31
Portfolio selection
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16
Theory
16
Credit risk
9
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risk management
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Engelmann, Bernd
Fabozzi, Frank J.
Rösch, Daniel
8
Arora, Anju
7
Jacobs, Michael <Jr.>
7
Schuermann, Til
7
Broll, Udo
6
Andreeva, Galina
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Summer, Martin
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The Basel II risk parameters : estimation, validation, stress testing ; with applications to loan risk management
2
Applied financial economics letters
1
Approaches to enterprise risk management
1
Die Bank
1
European journal of operational research : EJOR
1
Financial markets and instruments
1
Handbuch Treasury : ganzheitliche Risikosteuerung in Finanzinstituten
1
International journal of financial engineering
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Journal of financial engineering
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The handbook of fixed income securities
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The journal of fixed income : JFI
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Valuation, financial modeling, and quantitative tools
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ECONIS (ZBW)
13
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From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
2
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
3
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
4
Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528392
Saved in:
5
Bewertung von Krediten mit Tilgungsrechten
Engelmann, Bernd
- In:
Handbuch Treasury : ganzheitliche Risikosteuerung in …
,
(pp. 233-257)
.
2011
Persistent link: https://www.econbiz.de/10009311457
Saved in:
6
Risk management of loans with embedded options
Engelmann, Bernd
- In:
The Basel II risk parameters : estimation, validation, …
,
(pp. 391-414)
.
2011
Persistent link: https://www.econbiz.de/10008989891
Saved in:
7
Risk management of loans and Guarantees
Engelmann, Bernd
;
Gruber, Walter
- In:
The Basel II risk parameters : estimation, validation, …
,
(pp. 373-390)
.
2011
Persistent link: https://www.econbiz.de/10008989892
Saved in:
8
Minimizing credit risk
Fabozzi, Frank J.
- In:
Approaches to enterprise risk management
,
(pp. 111-114)
.
2010
Persistent link: https://www.econbiz.de/10003988686
Saved in:
9
Optimal mortgage refinancing : application of bond valuation tools to household risk management
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 141-149
Persistent link: https://www.econbiz.de/10003725347
Saved in:
10
Bonds : investment features and risks
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763518
Saved in:
1
2
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