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subject:"Credit rating"
~isPartOf:"Working papers in economics"
~subject:"Hypothek"
~subject:"Theorie"
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Credit rating
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Credit derivative
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Credit insurance
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Kreditderivat
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Kreditrisiko
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Kreditversicherung
4
Theory
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Numerical analysis
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Numerisches Verfahren
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Herbertsson, Alexander
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Rootzén, Holger
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Working papers in economics
International journal of theoretical and applied finance
5
Housing finance international
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Municipal finance journal : the state and local financing and municipal securities advisor
4
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Journal of banking & finance
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Journal of financial economics
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The journal of credit risk : published quarterly by Incisive Media
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The review of financial studies
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African trade development: issues at the dawn of a new millennium : proceedings of three meetings of Afreximbank's advisory group on trade finance and export development in Africa
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American journal of agricultural economics
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Astin bulletin : the journal of the International Actuarial Association
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Bangor Business School Working Paper
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Banks and bank systems : international research journal
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CERGE-EI Working Paper Series
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Computational economics
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Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
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Debitorenrating : Bonität von Geschäftspartnern richtig einschätzen
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Die Optimierung der Performance im Credit Management
1
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EFA 2011 Stockholm Meetings Paper
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ECONIS (ZBW)
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Pricing basket default swaps in a tractable shot-noise model
Herbertsson, Alexander
;
Jang, Jiwook
;
Schmidt, Thorsten
-
2009
Persistent link: https://www.econbiz.de/10003828944
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2
Pricing k-th-to-default swaps ander default contagion : the matrix-analytic approach
Herbertsson, Alexander
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003571927
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3
Pricing synthetic CDO tranches in a model with default contagion using the matrix-analytic approach
Herbertsson, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571937
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4
Modelling default contagion using multivariate phase-type distributions
Herbertsson, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571939
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