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~person:"Bielecki, Tomasz R."
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Aufsatz im Buch"
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Credit risk
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Kreditrisiko
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3
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Bielecki, Tomasz R.
Fabozzi, Frank J.
23
Huschens, Stefan
10
Locarek-Junge, Hermann
10
Račev, Svetlozar T.
10
Zopounidis, Constantin
9
Overbeck, Ludger
8
Maurer, Raimond
6
Merton, Robert C.
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Herbertsson, Alexander
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Crépey, Stéphane
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Derigs, Ulrich
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Gollier, Christian
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Hommel, Ulrich
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Kaltofen, Daniel
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Karmann, Alexander
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Lipton, Alexander
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Maringer, Dietmar G.
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Persson, Mattias
4
Schwartz, Eduardo S.
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Songsak Sriboonchitta
4
Sortino, Frank Alphonse
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Spronk, Jaap
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Stein, Stefan
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Vitali, Sebastiano
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Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
2
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
1
The Oxford handbook of credit derivatives
1
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Markov chain models of portfolio credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Herbertsson, …
- In:
The Oxford handbook of credit derivatives
,
(pp. 327-382)
.
2011
Persistent link: https://www.econbiz.de/10008858174
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2
A bottom-up dynamic model of portfolio credit risk : part II ; common-shock interpretation, calibration and hedging issues
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 51-73)
.
2014
Persistent link: https://www.econbiz.de/10010359906
Saved in:
3
A bottom-up dynamic model of portfolio credit risk : part I ; Markov copula perspective
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 25-49)
.
2014
Persistent link: https://www.econbiz.de/10010359909
Saved in:
4
Modeling and valuation of credit risk
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 27-126)
.
2004
Persistent link: https://www.econbiz.de/10002526431
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