Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Credit risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Weak convergence of empirical...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit risk
Theorie
41
Theory
41
Estimation theory
15
Schätztheorie
15
Multivariate Verteilung
13
Multivariate distribution
13
Kreditrisiko
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Risikomanagement
9
Risikomaß
9
Risk measure
9
Statistical test
9
Statistischer Test
9
Correlation
7
Korrelation
7
Portfolio selection
7
Portfolio-Management
7
Risk management
7
ARCH model
6
ARCH-Modell
6
Copulas
6
Econometric model
6
Time series analysis
6
Zeitreihenanalyse
6
Ökonometrisches Modell
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Risiko
5
Risk
5
Stochastic process
5
Stochastischer Prozess
5
Bootstrap
4
Credit portfolio model
4
Fourier Transform
4
Granularity adjustment
4
Sensitivity analysis
4
Sensitivitätsanalyse
4
Statistical distribution
4
more ...
less ...
Online availability
All
Free
4
Undetermined
2
Type of publication
All
Book / Working Paper
7
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Article in journal
4
Aufsatz in Zeitschrift
4
Amtsdruckschrift
1
Aufsatz im Buch
1
Book section
1
Government document
1
more ...
less ...
Language
All
English
12
Author
All
Fermanian, Jean-David
12
Scaillet, Olivier
4
Florentin, Clément
2
Sbai, Mohammed
1
Vigneron, Olivier
1
Institution
All
International Center for Financial Asset Management and Engineering
1
Published in...
All
Journal of banking & finance
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Advances in risk management
1
Annals of economics and statistics
1
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
FAME research paper series
1
Journal of risk
1
Série des documents de travail
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The limits of granularity adjustments
Fermanian, Jean-David
- In:
Journal of banking & finance
45
(
2014
),
pp. 9-25
Persistent link: https://www.econbiz.de/10010466685
Saved in:
2
On the dependence between default risk and recovery rates in structural models
Fermanian, Jean-David
- In:
Annals of economics and statistics
140
(
2020
),
pp. 45-82
Persistent link: https://www.econbiz.de/10012602600
Saved in:
3
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
4
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
5
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
6
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
Saved in:
7
The limits of granularity adjustments
Fermanian, Jean-David
-
2013
Persistent link: https://www.econbiz.de/10010342709
Saved in:
8
A comparative analysis of dependence levels in intensity-based and Merton-style credit risk models
Fermanian, Jean-David
;
Sbai, Mohammed
- In:
Advances in risk management
,
(pp. 132-155)
.
2007
Persistent link: https://www.econbiz.de/10003401595
Saved in:
9
Multi-factor granularity adjustments for market and counterparty risks
Fermanian, Jean-David
;
Florentin, Clément
-
2016
Persistent link: https://www.econbiz.de/10012196291
Saved in:
10
Multifactor granularity adjustments for market and counterparty risks
Fermanian, Jean-David
;
Florentin, Clément
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011962402
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
