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~subject:"Kreditrisiko"
~person:"Gouriéroux, Christian"
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Search: subject_exact:"Zinsdifferenz"
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Kreditrisiko
Yield curve
30
Zinsstruktur
30
Theorie
19
Theory
19
Credit risk
7
Derivat
6
Derivative
6
Anleihe
5
Bond
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Option pricing theory
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Optionspreistheorie
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Markov chain
3
Markov-Kette
3
Zero-Bond
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Zero-coupon bond
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Arbitrage Pricing
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Arbitrage pricing
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Bubbles
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Corporate bond
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Credit derivative
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Duration analysis
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Exchange rate
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Finite dimensional dependence
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Geldpolitik
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Insolvency
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Kreditderivat
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Monetary policy
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Risk premium
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Spekulationsblase
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Statistische Bestandsanalyse
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Stochastic process
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Stochastischer Prozess
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Unternehmensanleihe
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Wechselkurs
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term structure
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English
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Gouriéroux, Christian
Renne, Jean-Paul
22
Monfort, Alain
19
Okimoto, Tatsuyoshi
11
Takaoka, Sumiko
11
Cesa-Bianchi, Ambrogio
10
Gilchrist, Simon
10
Nozawa, Yoshio
10
Caporale, Guglielmo Maria
9
Duffie, Darrell
9
He, Zhiguo
9
Milbradt, Konstantin
9
Boyarchenko, Nina
8
Chen, Hui
8
Elkamhi, Redouane
8
Goldstein, Robert S.
8
Mayordomo, Sergio
8
Schönbucher, Philipp J.
8
Sum, Vichet
8
Taylor, John B.
8
Beirne, John
7
Sapriza, Horacio
7
Schmidt, Thorsten
7
Van Landschoot, Astrid
7
Batten, Jonathan A.
6
Chen, Tsung-Kang
6
Culp, Christopher L.
6
Dionne, Georges
6
Huang, Jing-Zhi
6
Kuehn, Lars-Alexander
6
Lando, David
6
Spagnolo, Nicola
6
Veronesi, Pietro
6
Zhou, Yi
6
Anderson, Gareth
5
Augustin, Patrick
5
Avino, Davide
5
Barnard, Brian
5
Benzoni, Luca
5
Chernov, Mikhail
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Annals of economics and statistics
1
Documents de travail / Banque de France
1
Journal of econometrics
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ECONIS (ZBW)
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1
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
2
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
3
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
4
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
5
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
6
Whishart autoregressive model for stochastic risk
Gouriéroux, Christian
-
2005
Persistent link: https://www.econbiz.de/10003333867
Saved in:
7
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
Saved in:
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