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Modern derivatives pricing and credit exposure analysis : theory and practice of CSA and XVA procong, exposure simulation and backtesting
Lichters, Roland; Stamm, Roland; Gallagher, Donal - 2015
Persistent link: https://www.econbiz.de/10011397225
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Pricing, risk, and performance measurement in practice : the building block approach to modeling instruments and portfolios
Schwerdt, Wolfgang; Wendland, Marcelle von - 2009
Persistent link: https://www.econbiz.de/10003830819
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Asset pricing and default risk
Breig, Christoph - 2011
Persistent link: https://www.econbiz.de/10008779050
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Pricing and risk management of synthetic CDOs
Schlösser, Anna - 2011
Persistent link: https://www.econbiz.de/10008797619
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Pricing portfolio credit derivatives by means of evolutionary algorithms
Hager, Svenja - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003627793
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On the pricing of risky debt in incomplete and inefficient markets
Garrido Cobos, Elena - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003263428
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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
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Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms
Hager, Svenja (contributor) - 2008
Svenja Hager aims at pricing non-standard illiquid portfolio credit derivatives which are related to standard CDO …Svenja Hager aims at pricing non-standard illiquid portfolio credit derivatives which are related to standard CDO …
Persistent link: https://www.econbiz.de/10013521042
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Analyse financière du risque de crédit : du fonds de roulement à la trésorerie
LaBruslerie, Hubert de - In: Confiance et gestion : numéro spécial XXe anniversaire, (pp. 411-427). 1998
Persistent link: https://www.econbiz.de/10001375617
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The impact of loan provisions on the firm valorisation : the case of the Tunisian banking sector
Baccouche, Chedli; Ben Ayed-Mouelhi, Rim; Ben Ghodbane, Sana - In: African journal of accounting, auditing and finance : AJAAF 3 (2014) 2, pp. 130-142
Persistent link: https://www.econbiz.de/10011346422