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subject:"Schätzung"
type_genre:"Aufsatz im Buch"
~isPartOf:"Applied quantitative finance"
~subject:"Credit risk"
~type_genre:"Fallstudiensammlung"
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Schätzung
Credit risk
Theorie
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Herwartz, Helmut
2
Overbeck, Ludger
2
Chen, R.B.
1
Chen, Y.
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Duan, Jin-Chuan
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Fengler, Matthias
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Fengler, Matthias R.
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Frisch, Christoph
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Hautsch, Nikolaus
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Huang, S.F.
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Huschens, Stefan
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Applied quantitative finance
The credit derivatives handbook : global perspectives, innovations, and market drivers
11
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
9
The Oxford handbook of credit derivatives
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
8
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
8
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
7
The Oxford handbook of the economics of peace and conflict
7
Credit risk : models, derivatives, and management
6
CreditRisk+ in the banking industry
6
Technology and international trade : [Conference ... Oslo, in October 1995]
6
Theoretische Fundierung und praktische Relevanz der Handelsforschung
6
Advances in economics and econometrics ; Vol. 2
5
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
5
Exchange rate policy in Europe
5
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
5
Household behaviour, equivalence scales, welfare and poverty : with 70 tables
5
Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen : Festschrift für Jochen Wilhelm
5
Kreditrisikomanagement : Portfoliomodelle und Derivate
5
Kreditrisikomessung und Kreditrisikomanagement
5
Statistical methods for the evaluation of educational services and quality of products
5
Advanced bond portfolio management : best practices in modeling and strategies
4
Advances in business cycle research : with application to the French and US economies
4
Asset pricing, financial intermediation and banking supervision in the aftermath of the financial crisis
4
Deficit reduction : what pain, what gain?
4
Development, duality, and the international economic regime : essays in honor of Gustav Ranis
4
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
4
Empirical post Keynesian economics : looking at the real world
4
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
4
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
4
Exchange rate economics : where do we stand?
4
Focus on economic growth and productivity
4
Globalization : strategies and effects
4
Modern perspectives on the gold standard
4
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
4
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
4
Preventing currency crises in emerging markets
4
Quantitative Verfahren im Finanzmarktbereich
4
Risk management : challenge and opportunity ; with 125 tables
4
Selected topics in applied econometrics
4
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ECONIS (ZBW)
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1
Multivariate volatility models
Fengler, Matthias
;
Herwartz, Helmut
;
Raters, F. H. C.
- In:
Applied quantitative finance
,
(pp. 25-37)
.
2017
Persistent link: https://www.econbiz.de/10011794951
Saved in:
2
Portfolio selection with spectral risk measures
Huang, S.F.
;
Lin, H.C.
;
Lin, T.Y.
- In:
Applied quantitative finance
,
(pp. 39-56)
.
2017
Persistent link: https://www.econbiz.de/10011794952
Saved in:
3
Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo
Duan, Jin-Chuan
;
Wang, W.-T.
- In:
Applied quantitative finance
,
(pp. 73-91)
.
2017
Persistent link: https://www.econbiz.de/10011794954
Saved in:
4
Market based credit rating and its applications
Tsay, Ruey S.
;
Zhu, H.
- In:
Applied quantitative finance
,
(pp. 113-128)
.
2017
Persistent link: https://www.econbiz.de/10011794956
Saved in:
5
Using public information to predict corporate default risk
Peng, C.N.
;
Lin, J.L.
- In:
Applied quantitative finance
,
(pp. 129-151)
.
2017
Persistent link: https://www.econbiz.de/10011794957
Saved in:
6
Stress testing in credit portfolio models
Kalkbrener, M.
;
Overbeck, Ludger
- In:
Applied quantitative finance
,
(pp. 153-176)
.
2017
Persistent link: https://www.econbiz.de/10011794959
Saved in:
7
Penalized independent factor
Chen, Y.
;
Chen, R.B.
;
Qiang, He
- In:
Applied quantitative finance
,
(pp. 177-206)
.
2017
Persistent link: https://www.econbiz.de/10011794960
Saved in:
8
Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger
;
Wagner, Christoph
- In:
Applied quantitative finance
,
(pp. 207-221)
.
2017
Persistent link: https://www.econbiz.de/10011794963
Saved in:
9
Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003745948
Saved in:
10
Rating migrations
Höse, Steffi
;
Huschens, Stefan
;
Wania, Robert
- In:
Applied quantitative finance
,
(pp. 105-123)
.
2009
Persistent link: https://www.econbiz.de/10003746005
Saved in:
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