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person:"Monfort, Alain"
~isPartOf:"Série des documents de travail"
~person:"Kim, Don H."
~subject:"Kreditrisiko"
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Kreditrisiko
Corporate bond
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Credit rating
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Credit risk
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Gamma-zero distribution
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Kreditwürdigkeit
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Portfolio selection
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Portfolio-Management
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Risikoprämie
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Risk premium
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Theorie
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Theory
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Unternehmensanleihe
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Yield curve
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Zinsstruktur
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affine credit risk model
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contagion
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credit-event risk
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no-jump condition
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sovereign credit risk and exchange rates
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Monfort, Alain
Kim, Don H.
Pegoraro, Fulvio
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Renne, Jean-Paul
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Roussellet, Guillaume
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Série des documents de travail
Documents de travail / Banque de France
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Banque de France Working Paper
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Developments in macro-finance Yield curve modelling
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Journal of banking & finance
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Journal of econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of finance : journal of the European Finance Association
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Affine modeling of credit risk, pricing of credit events and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
-
2019
-
This version: December 2019
Persistent link: https://www.econbiz.de/10012237594
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