Showing 1 - 10 of 55
Persistent link: https://www.econbiz.de/10001633713
Persistent link: https://www.econbiz.de/10001532550
CreditRisk+ is an important and widely implemented default- mode model of portfolio credit risk, based on a methodology from acturial mathematics. This book gives an account of the status quo as well as new and recent developments of the credit risk model CreditRisk+, which is widespread in...
Persistent link: https://www.econbiz.de/10001851220
"Innovations in Investment Management is a collection of papers presented at the 2006 Journal Of Investment Management Conference Series. Prominent authors and experts in the field provide the reader with a wide framework of cutting-edge research. The book spans a variety of topics including...
Persistent link: https://www.econbiz.de/10003578920
Persistent link: https://www.econbiz.de/10000546537
Persistent link: https://www.econbiz.de/10000971305
Persistent link: https://www.econbiz.de/10001388413
Die Dissertation umfasst drei Artikel aus den Bereichen Asset Liability Management und Asset Management. Im ersten Artikel entwerfen wir einen Liability Benchmark, welcher zur Beurteilung der Anlage von Pensionskassen dient. Die relative Rendite der Strategischen Asset Allokation (SAA) im...
Persistent link: https://www.econbiz.de/10011451658
Persistent link: https://www.econbiz.de/10012039891