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~isPartOf:"Credit risk : models, derivatives, and management"
~subject:"Kreditderivat"
~subject:"Theorie"
~type_genre:"Aufsatz im Buch"
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Kreditderivat
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Credit risk : models, derivatives, and management
Investment management and financial management
13
Valuation, financial modeling, and quantitative tools
13
Applied quantitative finance
12
The Oxford handbook of credit derivatives
11
The credit derivatives handbook : global perspectives, innovations, and market drivers
11
Advanced bond portfolio management : best practices in modeling and strategies
10
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Optimizing optimization : the next generation of optimization applications and theory
10
The handbook of fixed income securities
10
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
9
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
8
Quantitative fund management
8
Risk management for central bank foreign reserves
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Advances in risk management
7
CreditRisk+ in the banking industry
7
Handbook of heavy tailed distributions in finance
7
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
7
Analytical models for financial modeling and risk management
6
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
6
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
6
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
6
Managerial multiple objective optimization
6
Multi-moment asset allocation and pricing models
6
Multiple criteria decision making in finance, insurance and investment
6
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
6
Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
6
Advances of OR in commodities and financial modeling
5
Application of operations research to financial markets
5
Computational methods in financial engineering : essays in honour of Manfred Gilli
5
Decision making and risk/return optimization in financial economics
5
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
5
Finance
5
Financial markets and instruments
5
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
5
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
5
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
5
Kreditrisikomanagement : Portfoliomodelle und Derivate
5
Kreditrisikomessung und Kreditrisikomanagement
5
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Single name credit default swap valuation : a review
Claes, Anouk G. P.
;
De Ceuster, Marc J.
- In:
Credit risk : models, derivatives, and management
,
(pp. 3-19)
.
2008
Persistent link: https://www.econbiz.de/10003718298
Saved in:
2
Credit default swaps and an application to the art market : a proposal
Campbell, Rachel
;
Wiehenkamp, Christian
- In:
Credit risk : models, derivatives, and management
,
(pp. 53-66)
.
2008
Persistent link: https://www.econbiz.de/10003718316
Saved in:
3
Credit default swaps and equity prices : the iTraxx CDS index market
Byström, Hans
- In:
Credit risk : models, derivatives, and management
,
(pp. 69-83)
.
2008
Persistent link: https://www.econbiz.de/10003718323
Saved in:
4
The determinants of credit default swap prices : an industry-based investigation
Sougné, Danielle
;
Heuchenne, Cédric
;
Hübner, Georges
- In:
Credit risk : models, derivatives, and management
,
(pp. 85-96)
.
2008
Persistent link: https://www.econbiz.de/10003718330
Saved in:
5
Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank Xiaoling
- In:
Credit risk : models, derivatives, and management
,
(pp. 155-180)
.
2008
Persistent link: https://www.econbiz.de/10003718458
Saved in:
6
Pricing CDX credit default swaps using the Hull-White model
Hofberger, Bastian
;
Wagner, Niklas
- In:
Credit risk : models, derivatives, and management
,
(pp. 197-208)
.
2008
Persistent link: https://www.econbiz.de/10003718475
Saved in:
7
Correlated default processes : a criterion-based copula approach
Das, Sanjiv R.
;
Geng, Gary
- In:
Credit risk : models, derivatives, and management
,
(pp. 347-375)
.
2008
Persistent link: https://www.econbiz.de/10003718543
Saved in:
8
Systematic credit risk : CDX index correlation and extreme dependence
Aboura, Sofiane
;
Wagner, Niklas
- In:
Credit risk : models, derivatives, and management
,
(pp. 377-390)
.
2008
Persistent link: https://www.econbiz.de/10003718581
Saved in:
9
Pricing tranched credit products with generalized multifactor models
Moreno, Manuel
;
Peña, Juan I.
;
Serrano, Pedro
- In:
Credit risk : models, derivatives, and management
,
(pp. 485-526)
.
2008
Persistent link: https://www.econbiz.de/10003718595
Saved in:
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