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~subject:"Derivat"
~subject:"Kreditrisiko"
~type_genre:"Article in journal"
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Journal of risk management in financial institutions
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Journal of risk finance : the convergence of financial products and insurance
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A Kalman-filtered model of credit spreads
Corelli, Angelo
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
2
,
pp. 180-188
Persistent link: https://www.econbiz.de/10009154315
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2
The gentle proposal : a model of applied defoult probabilities and GARCH volatility
Corelli, Angelo
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
1
,
pp. 46-56
Persistent link: https://www.econbiz.de/10008905799
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3
Estimation of a Cox process for credit spreads with semi-stochastic intensity
Corelli, Angelo
- In:
Journal of risk finance : the convergence of financial …
11
(
2010
)
5
,
pp. 515-519
Persistent link: https://www.econbiz.de/10008778685
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