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~institution:"International Center for Financial Asset Management and Engineering"
~subject:"Credit risk"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Credit risk
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Kreditrisiko
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International Center for Financial Asset Management and Engineering
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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International Risk Management Conference <5, 2012, Rom>
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On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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