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type_genre:"Aufsatz im Buch"
type_genre:"Survey"
~isPartOf:"Applied quantitative finance"
~isPartOf:"Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor"
~subject:"Credit risk"
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Kalkbrener, M.
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Applied quantitative finance
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
Kreditrisikomessung und Kreditrisikomanagement
3
Credit risk : models, derivatives, and management
2
Essays on asset prices
2
Essays on the determinants of corporate bond yield spreads
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33rd Seminar of the European Group of Risk and Insurance Economist 18 - 20 September 2006 Barcelona
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6th International Finance Conference on Financial Crisis and Governance
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Advances in applied economic research : proceedings of the 2016 International Conference on Applied Economics (ICOAE)
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Agrarwirtschaft in der Informationsgesellschaft : 39. Jahrestagung der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V. vom 30. September bis 2. Oktober 1998 in Bonn
1
Asset pricing, financial intermediation and banking supervision in the aftermath of the financial crisis
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Computational methods in decision-making, economics and finance
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Credit reporting systems and the international economy
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Crisis, debt, and default : the effects of time preference, information, and coordination
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Economic and financial modeling of markets, institutions and instruments
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Empirical essays on corporate bond and credit default swap markets
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Empirie und Betriebswirtschaft : Entwicklungen und Perspektiven
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Evoluation of money, banking and financial crisis : history, theory and policy
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Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
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Investigating the relationship between the financial and real economy
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Marrying the macro- and microprudential dimensions of financial stability
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Money, trade and finance : recent trends and methodological issues
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New operational approaches for financial modelling
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Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
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Robustness in econometrics
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Structural econometric models
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Structured credit products : pricing, rating, risk management and Basel II
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The New digital era : other emerging risks and opportunities
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The changing shape of fixed income markets : a collection of studies by central bank economists
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The interrelationship between financial and energy markets
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Unternehmensbewertung und Basel II in kleinen und mittleren Unternehmen
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XIII Majanduspoliitika Teaduskonverents : XIII teadus- ja koolituskonverentsi ettekanded - artiklid (Tartu - Värska, 30. juuni - 2. juuli 2005) : Beiträge der XIII wissenschaftliche und ausbildende Konferenz (Tartu - Värska, 30. Juni - 2. Juli 2005) : reports-papers of the XIII scientific and educational conference (Tartu - Värska, 30. June - 2. July 2005)
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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:
2
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:
3
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
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