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person:"Scherer, Matthias"
~subject:"Multivariate default model"
~subject:"Portfolio selection"
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Multivariate default model
Portfolio selection
Multivariate Verteilung
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Multivariate distribution
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Scherer, Matthias
Sahamkhadam, Maziar
8
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Weigert, Florian
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Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
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Applied mathematical finance
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ECONIS (ZBW)
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A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
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Cross asset portfolio derivatives
Höcht, Stephan
;
Scherer, Matthias
;
Seegerer, Philip
- In:
Alternative investments and strategies : credit, …
,
(pp. 175-197)
.
2010
Persistent link: https://www.econbiz.de/10008655203
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