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~isPartOf:"Applied economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The definitive guide to CDOs : market, application, valuation and hedging"
~subject:"Kreditrisiko"
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Search: subject_exact:"Mehrdimensionale Verteilung"
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Applied economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The definitive guide to CDOs : market, application, valuation and hedging
International journal of theoretical and applied finance
9
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5
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The credit derivatives handbook : global perspectives, innovations, and market drivers
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Optimal look-back period for adequate and less procyclical credit capital forecasts
Lee, Yong Woong
;
Cho, Yongbok
;
Yang, Kisung
- In:
Applied economics
53
(
2021
)
46
,
pp. 5337-5353
Persistent link: https://www.econbiz.de/10012626877
Saved in:
2
Synthetic CDO pricing : the perspective of risk integration
Hu, Conghui
;
Zhang, Xun
;
Gao, Qiuming
- In:
Applied economics
47
(
2015
)
13/15
,
pp. 1574-1587
Persistent link: https://www.econbiz.de/10010512015
Saved in:
3
Modelling the dependence structures of Australian iTraxx CDS index
Fenech, Jean-pierre
;
Vosgha, Hamed
;
Shafik, Salwa
- In:
Applied economics
46
(
2014
)
4/6
,
pp. 420-431
Persistent link: https://www.econbiz.de/10010358995
Saved in:
4
Linear correlation and EVT : properties and caveats
Embrechts, Paul
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
1
,
pp. 30-39
Persistent link: https://www.econbiz.de/10003825739
Saved in:
5
An overview on copula function methods in credit portfolio modelling
Li, David
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 39-71)
.
2008
Persistent link: https://www.econbiz.de/10003918640
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