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institution:"Vrije Universiteit Amsterdam / Department of Finance"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~subject:"Entscheidungstheorie"
~subject:"Portfolio-Management"
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Credit derivative
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Credit risk
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Decision theory
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hedging parameter risk
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model-free moments of default loss distributions
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Schmelzle, Martin
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Vrije Universiteit Amsterdam / Department of Finance
Gottfried Wilhelm Leibniz Universität Hannover
National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Institute of Finance and Accounting <London>
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International Accounting Standards Board
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Bonn Graduate School of Economics
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Nationalekonomiska Institutionen <Lund>
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Springer Fachmedien Wiesbaden
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Center for Economic Research <Tilburg>
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Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
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Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
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Federal Reserve Bank of Atlanta
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Financial Markets Conference - Hedge Funds: Creators of Risk? <2006, Atlanta, Ga.>
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International Conference on Stochastic Finance <2004, Lissabon>
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International Financial Reporting Standards Foundation
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Correlated default and parameter risk
Schmelzle, Martin
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2018
Persistent link: https://www.econbiz.de/10012167010
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Quantitative strategische Planung von Supply-Chain-Netzwerken bei unsicheren Währungskursen : finanzielles vs. operationales Hedging
Bösel, Bastian J.
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2016
Persistent link: https://www.econbiz.de/10011517830
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