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
Price calibration and hedging...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit risk
Theorie
342
Theory
339
Portfolio selection
293
Portfolio-Management
293
USA
143
United States
122
Option pricing theory
89
Optionspreistheorie
89
Risikomanagement
86
Anleihe
83
Bond
82
Risk management
81
Derivat
80
Derivative
80
Statistische Verteilung
74
Statistical distribution
72
CAPM
71
Capital income
65
Kapitaleinkommen
65
Welt
63
World
61
Finanzanalyse
56
Risiko
56
Kreditrisiko
54
Risk
52
Stochastic process
51
Stochastischer Prozess
51
Volatilität
51
Asset-Backed Securities
50
Asset-backed securities
50
Risikomaß
50
Financial analysis
49
Volatility
49
Risk measure
48
Kapitalanlage
46
Schätzung
46
Festverzinsliches Wertpapier
45
Estimation
44
Portfoliomanagement
44
more ...
less ...
Online availability
All
Undetermined
13
Free
6
Type of publication
All
Article
40
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Aufsatz im Buch
16
Book section
16
Arbeitspapier
2
Collection of articles of several authors
2
Graue Literatur
2
Non-commercial literature
2
Sammelwerk
2
Working Paper
2
Handbook
1
Handbuch
1
more ...
less ...
Language
All
English
51
German
2
Author
All
Fabozzi, Frank J.
40
Chen, Ren-Raw
7
Račev, Svetlozar T.
7
Nazemi, Abdolreza
6
Goodman, Laurie Sharon
5
Lucas, Douglas J.
5
Choudhry, Moorad
4
Trück, Stefan
4
Anson, Mark J. P.
3
Giacometti, Rosella
3
Papenbrock, Jochen
3
Rachev, Svetlozar T.
3
Baumann, Friedrich
2
Bianchi, Michele Leonardo
2
Bussmann, Niklas
2
Giudici, Paolo
2
Höchstötter, Markus
2
Jansen, Jeroen
2
Marinelli, Dimitri
2
Russo, Vincenzo
2
Schwartz, Eduardo S.
2
Sverdlove, Ronald
2
Tsuchida, Naoshi
2
Wang, Dezhong
2
Benzin, Arne
1
Bol, Georg
1
Brogi, Marina
1
Buttler, Michael
1
Cheng, Eddie C.
1
Cheng, Xiaolin
1
Das, Sanjiv R.
1
Duyvesteyn, Johan
1
Feldstein, Sylvan G.
1
Hausen, Florian
1
Heidenreich, Konstantin
1
Houweling, Patrick
1
Jong, Marielle de
1
Kalotay, Andrew J.
1
Khindanova, Irina
1
Kothari, Vijay S.
1
more ...
less ...
Institution
All
Frank J. Fabozzi Associates <New Hope, Pa.>
2
Published in...
All
Valuation, financial modeling, and quantitative tools
5
The Frank J. Fabozzi series
3
The journal of fixed income
3
Computational economics
2
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
2
Handbook of heavy tailed distributions in finance
2
Journal / The Capco Institute : journal of financial transformation
2
The handbook of fixed income securities
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
Academic Press Advanced Finance Series
1
Annals of finance
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied financial economics letters
1
Approaches to enterprise risk management
1
Contributions to Economics
1
Die Bank
1
European journal of operational research : EJOR
1
Finance research letters
1
Financial markets and instruments
1
IMES discussion paper series / Englische Ausgabe
1
International journal of theoretical and applied finance
1
Investment management and financial innovations
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of international money and finance
1
Quantitative finance
1
Risk assessment : decisions in banking and finance
1
The handbook of municipal bonds
1
The journal of credit risk : published quarterly by Incisive Media
1
Working paper series in economics
1
Yale ICF Working Paper
1
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
1
more ...
less ...
Source
All
ECONIS (ZBW)
53
Showing
1
-
10
of
53
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
Saved in:
2
Pricing tranches of a CDO and a CDS index : recent advances and furture research
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Risk assessment : decisions in banking and finance
,
(pp. 263-286)
.
2008
Persistent link: https://www.econbiz.de/10003781791
Saved in:
3
Stable modeling of market and credit value at risk
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
;
Khindanova, …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 249-328)
.
2003
Persistent link: https://www.econbiz.de/10001882089
Saved in:
4
Stable non-Gaussian models for credit risk management
Martin, Bernhard
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 405-441)
.
2003
Persistent link: https://www.econbiz.de/10001882167
Saved in:
5
Basel II : letzte Änderungen der Risikogewichstskurve im IRB-Ansatz
Hausen, Florian
;
Račev, Svetlozar T.
;
Trück, Stefan
- In:
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt …
57
(
2004
)
22
,
pp. 1252-1257
Persistent link: https://www.econbiz.de/10002431981
Saved in:
6
Rating based modeling of credit risk : theory and application of migration matrices
Trück, Stefan
;
Račev, Svetlozar T.
-
2009
R ating Based Modeling of Credit Risk Theory and Application of Migration Matrices Contents Preface xi 1 Introduction: Credit Risk Modeling, Ratings, a nd Migration Matrices ...
Persistent link: https://www.econbiz.de/10003767855
Saved in:
7
Credit portfolio risk and probability of default confidence sets through the business cycle
Trück, Stefan
;
Račev, Svetlozar T.
- In:
The journal of credit risk : published quarterly by …
1
(
2005
)
4
,
pp. 61-88
Persistent link: https://www.econbiz.de/10003274048
Saved in:
8
Credit analysis for corporate bonds
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 733-777)
.
2005
Persistent link: https://www.econbiz.de/10003054836
Saved in:
9
Credit risk
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765534
Saved in:
10
Handbook of investing in corporate debt instruments
Fabozzi, Frank J.
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10001388413
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
