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person:"Scaillet, Olivier"
subject:"Credit risk"
~person:"Rösch, Daniel"
~subject:"Nichtlineare Optimierung"
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Credit risk
Nichtlineare Optimierung
Risikomanagement
40
Risk management
29
Kreditrisiko
17
risk management
15
Nichtparametrisches Verfahren
10
Theorie
10
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Scaillet, Olivier
Rösch, Daniel
Schuermann, Til
17
Broll, Udo
13
Saunders, Anthony
13
Arora, Anju
12
Rudolph, Bernd
12
Lucas, André
11
Brigo, Damiano
10
Engelmann, Bernd
8
Hull, John
8
Overbeck, Ludger
8
Wall, Larry D.
8
Welzel, Peter
8
Chorafas, Dimitris N.
7
Cornett, Marcia Millon
7
Everling, Oliver
7
Frei, Christoph
7
Gantenbein, Pascal
7
Grundke, Peter
7
Hanson, Samuel G.
7
Jacobs, Michael <Jr.>
7
Krahnen, Jan Pieter
7
Kupiec, Paul H.
7
Martin, Marcus R. W.
7
Skoglund, Jimmy
7
Spremann, Klaus
7
Summer, Martin
7
Acharya, Viral V.
6
Albanese, Claudio
6
Almeida, Heitor
6
Becker, Axel
6
Bielecki, Tomasz R.
6
Fabozzi, Frank J.
6
Fermanian, Jean-David
6
Gatzert, Nadine
6
Gross, Christian
6
Kaltofen, Daniel
6
Lang, William W.
6
Matin, Rastin
6
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Gottfried Wilhelm Leibniz Universität Hannover
1
International Center for Financial Asset Management and Engineering
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FAME research paper series
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
European journal of operational research : EJOR
2
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International journal of forecasting
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ECONIS (ZBW)
20
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1
Statistical and machine learning for credit and market risk management
Nagl, Maximilian
-
2022
Persistent link: https://www.econbiz.de/10012880193
Saved in:
2
Resolution of defaulted loan contracts : an empirical analysis of default resolution time and loss given default
Betz, Jennifer
-
2018
Persistent link: https://www.econbiz.de/10012198130
Saved in:
3
Correlated default and parameter risk
Schmelzle, Martin
-
2018
Persistent link: https://www.econbiz.de/10012167010
Saved in:
4
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Büchel, Patrick
;
Kratochwil, Michael
;
Rösch, Daniel
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 273-322
Persistent link: https://www.econbiz.de/10012303233
Saved in:
5
Credit risk analytics : measurement techniques, applications, and examples in SAS
Baesens, Bart
;
Rösch, Daniel
;
Scheule, Harald
-
2016
Persistent link: https://www.econbiz.de/10011533876
Saved in:
6
Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
Saved in:
7
Stress testing for financial institutions : applications, regulations and techniques
Rösch, Daniel
(
ed.
)
-
2008
Persistent link: https://www.econbiz.de/10008738705
Saved in:
8
Cure events in default prediction
Wolter, Marcus
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
238
(
2014
)
3
,
pp. 846-857
Persistent link: https://www.econbiz.de/10010401594
Saved in:
9
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
Saved in:
10
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
Saved in:
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