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Year of publication
Subject
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Credit risk 6 Kreditrisiko 6 Theorie 5 Theory 5 Insolvency 4 Insolvenz 4 Corporate bond 2 Correlation 2 Korrelation 2 Probability theory 2 Unternehmensanleihe 2 Wahrscheinlichkeitsrechnung 2 Anleihe 1 Betriebliche Wertschöpfung 1 Bond 1 Business model 1 Börsenkurs 1 Capital income 1 Credit rating 1 Economic transition 1 Estimation 1 Estimation theory 1 Forecasting model 1 Geschäftsmodell 1 Kapitaleinkommen 1 Kreditwürdigkeit 1 Multivariate Verteilung 1 Multivariate distribution 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Schätztheorie 1 Schätzung 1 Share price 1 Statistical distribution 1 Statistische Verteilung 1 Systemtransformation 1 Value creation 1
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Type of publication
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Article 9
Language
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English 9
Author
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Das, Sanjiv R. 2 Jarrow, Robert A. 2 Arora, Navneet 1 Bhansali, Vineer 1 Bohn, Jeffrey R. 1 Fledelius, Peter 1 Geng, Gary 1 Ho, Thomas S. Y. 1 Janosi, Tibor 1 Lando, David 1 Lee, Sang Bin 1 Leland, Hayne E. 1 Nielsen, Jens Perch 1 Protter, Philip 1 Wise, Mark B. 1 Yildirim, Yildiray 1 Zhu, Fanlin 1
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The credit market handbook : advanced modeling issues 9
Source
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ECONIS (ZBW) 9
Showing 1 - 9 of 9
Cover Image
Estimating default probabilities implicit in equity prices
Janosi, Tibor; Jarrow, Robert A.; Yildirim, Yildiray - In: The credit market handbook : advanced modeling issues, (pp. 1-38). 2006
Persistent link: https://www.econbiz.de/10003338037
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Predictions of default probabilities in structural models of debt
Leland, Hayne E. - In: The credit market handbook : advanced modeling issues, (pp. 39-64). 2006
Persistent link: https://www.econbiz.de/10003338038
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Non-parametric analysis of rating transition and default data
Fledelius, Peter; Lando, David; Nielsen, Jens Perch - In: The credit market handbook : advanced modeling issues, (pp. 77-100). 2006
Persistent link: https://www.econbiz.de/10003338093
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Valuing high-yield bonds: a business modelling approach
Ho, Thomas S. Y.; Lee, Sang Bin - In: The credit market handbook : advanced modeling issues, (pp. 101-117). 2006
Persistent link: https://www.econbiz.de/10003338103
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Reducted-form versus structural models of credit risk: a case study of three models
Arora, Navneet; Bohn, Jeffrey R.; Zhu, Fanlin - In: The credit market handbook : advanced modeling issues, (pp. 132-164). 2006
Persistent link: https://www.econbiz.de/10003338121
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Implications of correlated default for portfolio allocation to corporate bonds
Wise, Mark B.; Bhansali, Vineer - In: The credit market handbook : advanced modeling issues, (pp. 165-185). 2006
Persistent link: https://www.econbiz.de/10003338131
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Correlated default processes: a criterion-based copula approach
Das, Sanjiv R.; Geng, Gary - In: The credit market handbook : advanced modeling issues, (pp. 186-218). 2006
Persistent link: https://www.econbiz.de/10003338134
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Survey of the recent literature: recovery risk
Das, Sanjiv R. - In: The credit market handbook : advanced modeling issues, (pp. 65-76). 2006
Persistent link: https://www.econbiz.de/10003338042
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Structural versus reducted-form models: a new information-based perspective
Jarrow, Robert A.; Protter, Philip - In: The credit market handbook : advanced modeling issues, (pp. 118-131). 2006
Persistent link: https://www.econbiz.de/10003338108
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