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Bank risk
Zinsstruktur
Kreditrisiko
20,037
Credit risk
19,175
Theorie
7,379
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7,271
Kreditgeschäft
4,281
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3,961
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2,745
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2,264
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2,180
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2,156
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1,937
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1,878
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1,875
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1,829
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1,813
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1,769
Bankrisiko
1,736
Pricing
1,702
Credit
1,603
Kredit
1,600
Welt
1,565
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1,537
Schätzung
1,531
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1,478
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1,414
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1,379
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Renne, Jean-Paul
22
Monfort, Alain
20
Ongena, Steven
19
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Acharya, Viral V.
13
Laeven, Luc
13
Nozawa, Yoshio
11
Okimoto, Tatsuyoshi
11
Santos, João A. C.
11
Takaoka, Sumiko
11
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10
Cesa-Bianchi, Ambrogio
10
Duffie, Darrell
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10
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Schuermann, Til
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9
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9
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9
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Mayordomo, Sergio
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Milbradt, Konstantin
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California Agricultural Experiment Station / Department of Agricultural and Resource Economics
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Ernst & Young
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European Banking Authority
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Shadow Banking: Financial Intermediation beyond Banks <Veranstaltung> <2017, Helsinki>
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Springer Fachmedien Wiesbaden
1
Stiftung Geld und Währung
1
Suomen Pankki
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Journal of banking & finance
121
Journal of financial stability
52
Finance research letters
37
Journal of financial economics
35
Journal of risk management in financial institutions
35
Discussion paper
32
International review of economics & finance : IREF
31
Discussion papers / CEPR
29
International review of financial analysis
29
NBER working paper series
29
Working paper series / European Central Bank
29
Journal of international financial markets, institutions & money
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Journal of international money and finance
23
Research in international business and finance
21
Journal of financial intermediation
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NBER Working Paper
20
Review of quantitative finance and accounting
19
The journal of corporate finance : contracting, governance and organization
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Working paper / National Bureau of Economic Research, Inc.
19
Journal of financial services research : JFSR
18
The journal of fixed income
18
Applied economics letters
17
International journal of theoretical and applied finance
17
The North American journal of economics and finance : a journal of financial economics studies
17
Economic modelling
16
Journal of risk and financial management : JRFM
16
Research paper series / Swiss Finance Institute
16
The European journal of finance
16
Pacific-Basin finance journal
15
The review of financial studies
15
Risks : open access journal
14
SpringerLink / Bücher
14
Working papers / Bank for International Settlements
14
Economics letters
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics
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CESifo working papers
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ECONIS (ZBW)
3,104
EconStor
8
USB Cologne (business full texts)
2
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1
Pricing
and risk management of synthetic CDOs
Schlösser, Anna
-
2011
Persistent link: https://www.econbiz.de/10008797619
Saved in:
2
Pricing
and Risk Management of Synthetic CDOs
Schlösser, Anna
-
2011
This book considers the one-factor copula model for credit portfolios that are used for
pricing
synthetic CDO …
Persistent link: https://www.econbiz.de/10014015252
Saved in:
3
The impact of cash flow management versus accruals management on credit rating performance and usage
Zhang, Eliza Xia
- In:
Review of quantitative finance and accounting
54
(
2020
)
4
,
pp. 1163-1193
Persistent link: https://www.econbiz.de/10012233122
Saved in:
4
Impact of soft information in loan
pricing
on default prediction using machine learning
Luong, Thi Mai
;
Scheule, Harald
;
Wanzare, Nitya
-
2023
Persistent link: https://www.econbiz.de/10014470089
Saved in:
5
Impact of mortgage soft information in loan
pricing
on default prediction using machine learning
Luong, Thi Mai
;
Scheule, Harald
;
Wanzare, Nitya
- In:
International review of finance : the official journal …
23
(
2023
)
1
,
pp. 158-186
Persistent link: https://www.econbiz.de/10014251350
Saved in:
6
Pricing
commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk : application of Mellin transform methods
Ma, Zonggang
;
Ma, Chaoqun
;
Wu, Zhijian
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 47-91
Persistent link: https://www.econbiz.de/10013191382
Saved in:
7
SABR and SABR LIBOR market models in practice : with examples implemented in Python
Crispoldi, Christian
;
Wigger, Gérald
;
Larkin, Peter
-
2015
Persistent link: https://www.econbiz.de/10011374239
Saved in:
8
Option prices with stochastic interest rates : Black/Scholes and Ho/Lee unified
Wilhelm, Jochen
-
2001
-
2. draft
Persistent link: https://www.econbiz.de/10001565740
Saved in:
9
Pricing
interest-rate derivatives : a fourier-transform based approach
Bouziane, Markus
-
2008
Persistent link: https://www.econbiz.de/10003571605
Saved in:
10
The LIBOR market model in practice
Gatarek, Dariusz
;
Maksymiuk, Robert
;
Bachert, Przemyslaw
-
2006
Persistent link: https://www.econbiz.de/10003075547
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