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~person:"Overbeck, Ludger"
~type_genre:"Advisory report"
~type_genre:"Aufsatz im Buch"
~type_genre:"Lehrbuch"
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Credit risk
9
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9
Portfolio selection
7
Portfolio-Management
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3
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Overbeck, Ludger
Fabozzi, Frank J.
10
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8
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8
Bielecki, Tomasz R.
6
Cornett, Marcia Millon
6
Crépey, Stéphane
6
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6
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6
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5
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5
Bluhm, Christian
5
Gantenbein, Pascal
5
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5
Martin, Marcus R. W.
5
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5
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4
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4
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4
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4
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3
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3
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3
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3
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Applied quantitative finance
2
Aktuelle Entwicklungen im Bankcontrolling: Rating, Gesamtbanksteuerung und Basel II
1
Chapman & Hall/CRC financial mathematics series
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Handbuch ökonomisches Kapitel
1
Measuring risk in complex stochastic systems
1
Risk management : a modern perspective
1
Risk management : challenge and opportunity ; with 125 tables
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ECONIS (ZBW)
9
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1
Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger
;
Wagner, Christoph
- In:
Applied quantitative finance
,
(pp. 207-221)
.
2017
Persistent link: https://www.econbiz.de/10011794963
Saved in:
2
Stress testing in credit portfolio models
Kalkbrener, M.
;
Overbeck, Ludger
- In:
Applied quantitative finance
,
(pp. 153-176)
.
2017
Persistent link: https://www.econbiz.de/10011794959
Saved in:
3
Risikomanagement mit spektralen Risiko- und Allokationsmaßen
Overbeck, Ludger
- In:
Handbuch ökonomisches Kapitel
,
(pp. 305-318)
.
2008
Persistent link: https://www.econbiz.de/10003752319
Saved in:
4
Structured credit portfolio analysis, baskets & CDOs
Bluhm, Christian
;
Overbeck, Ludger
-
2007
Persistent link: https://www.econbiz.de/10003350857
Saved in:
5
Integration of credit and market risk
Overbeck, Ludger
- In:
Risk management : a modern perspective
,
(pp. 341-365)
.
2006
Persistent link: https://www.econbiz.de/10003271420
Saved in:
6
Risikoanalyse strukturierter Kreditprodukte
Bluhm, Christian
;
Overbeck, Ludger
- In:
Aktuelle Entwicklungen im Bankcontrolling: Rating, …
,
(pp. 119-144)
.
2005
Persistent link: https://www.econbiz.de/10002633365
Saved in:
7
Credit risk portfolio modeling: an overview
Overbeck, Ludger
- In:
Risk management : challenge and opportunity ; with 125 …
,
(pp. 197-217)
.
2005
Persistent link: https://www.econbiz.de/10002447600
Saved in:
8
Systematic risk in homogeneous credit portfolios
Bluhm, Christian
;
Overbeck, Ludger
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 35-48)
.
2003
Persistent link: https://www.econbiz.de/10002001344
Saved in:
9
Allocation of economic capital in loan portfolios
Overbeck, Ludger
- In:
Measuring risk in complex stochastic systems
,
(pp. 1-17)
.
2000
Persistent link: https://www.econbiz.de/10001579693
Saved in:
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