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subject:"Nichtparametrisches Verfahren"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Kreditrisiko"
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Nichtparametrisches Verfahren
Kreditrisiko
Multivariate Verteilung
9
Multivariate distribution
9
Derivat
5
Derivative
5
Theorie
5
Theory
5
Credit risk
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Portfolio selection
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Portfolio-Management
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Statistical distribution
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Statistische Verteilung
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Credit derivative
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Kreditderivat
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copulas
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Asset-Backed Securities
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Asset-backed securities
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Financial analysis
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Stochastic process
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Archimedean copulas
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Bank lending
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Kreditgeschäft
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C̆erný, Jakub
1
Ehrhardt, Matthias
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Fenger, Christian
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Löderbusch, Matthias
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Maciag, Jakob
1
Mashele, Phillip
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The journal of credit risk : published quarterly by Incisive Media
Insurance / Mathematics & economics
11
Journal of econometrics
11
International journal of theoretical and applied finance
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Economic modelling
7
Discussion paper / Center for Economic Research, Tilburg University
6
Journal of risk and financial management : JRFM
6
SFB 649 discussion paper
6
Applied economics
5
Journal of risk
5
The North American journal of economics and finance : a journal of financial economics studies
5
Computational economics
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Discussion paper
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European journal of operational research : EJOR
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Journal of risk management in financial institutions
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Applied mathematical finance
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Cahiers d'etudes / Banque Centrale du Luxembourg
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CentER Discussion Paper Series
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Cowles Foundation discussion paper
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Discussion paper / Deutsche Bundesbank
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Econometric reviews
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International review of financial analysis
3
Journal of banking & finance
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Annals of economics and statistics
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Applied economics letters
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Berichte aus der Statistik
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BestMasters
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Bulletin of monetary economics and banking
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Bundesbank Series 2 Discussion Paper
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
Saved in:
2
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
Saved in:
3
A copula approach to credit valuation adjustment for swaps under wrong-way risk
C̆erný, Jakub
;
Witzany, Jir̆í
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011885459
Saved in:
4
A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob
;
Löderbusch, Matthias
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 37-74
Persistent link: https://www.econbiz.de/10012041612
Saved in:
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