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Peura, Samu
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Computational economics
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European financial management : the journal of the European Financial Management Association
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OLC EcoSci
ECONIS (ZBW)
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EconStor
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1
Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan-to-value Ratios
Jokivuolle, Esa
;
Peura, Samu
- In:
European financial management : the journal of the …
9
(
2003
)
3
,
pp. 299-314
Persistent link: https://www.econbiz.de/10005932887
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2
Simulation based stress tests of banks' regulatory capital adequacy
Peura, Samu
;
Jokivuolle, Esa
- In:
Journal of banking & finance
28
(
2004
)
8
,
pp. 1801-1824
Persistent link: https://www.econbiz.de/10005883593
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3
Optimal Bank Capital with Costly Recapitalization
Peura, Samu
;
Keppo, Jussi
- In:
The journal of business : B
79
(
2006
)
4
,
pp. 2163-2202
Persistent link: https://www.econbiz.de/10007293309
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4
TECHNICAL PAPERS - BASEL II SPECIAL: REGULATORY CAPITAL VOLATILITY
Jokivuolle, Esa
;
Peura, Samu
- In:
Risk : managing risk in the world's financial markets
14
(
2001
)
5
,
pp. 95-98
Persistent link: https://www.econbiz.de/10007042814
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5
Optimal Portfolio Hedging with Nonlinear Derivatives and Transaction Costs
Keppo, Jussi
;
Peura, Samu
- In:
Computational economics
13
(
1999
)
2
,
pp. 117-146
Persistent link: https://www.econbiz.de/10007057774
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