Similar Search Results - EconBiz

Synthetic CDO equity : short or long correlation risk?

Jarrow, Robert A.; Deventer, Donald R. van - In: The journal of fixed income 17 (2007) 4, pp. 31-41

Persistent link: https://www.econbiz.de/10003729808

Advanced Financial Risk Management : Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management

Deventer, Donald R. van; Deventer, Donald R. van - 2013

Practical tools and advice for managing financial risk, updated for a post-crisis world Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet...

Persistent link: https://www.econbiz.de/10012689170

Practical usage of credit risk models in loan portfolio and counterparty exposure management: an update

Jarrow, Robert A.; Deventer, Donald R. van - In: Credit risk models and management, (pp. 573-597). 2004

Persistent link: https://www.econbiz.de/10002433486

An introduction to credit risk models

Deventer, Donald R. van - In: Advanced bond portfolio management : best practices in …, (pp. 355-372). 2006

Persistent link: https://www.econbiz.de/10003280951

Credit derivates and hedging credit risk

Deventer, Donald R. van - In: Advanced bond portfolio management : best practices in …, (pp. 373-388). 2006

Persistent link: https://www.econbiz.de/10003280953

Advanced financial risk management : tools and techniques for integrated credit risk and interest rate risk management

Deventer, Donald R. van; Imai, Kenji; Mesler, Mark - 2005

Persistent link: https://www.econbiz.de/10002383480

The impact of heuristics on the practice of risk management : the example of default probabilities

Deventer, Donald R. van; Zimmermann, Tom - In: Journal of risk management in financial institutions 7 (2014) 2, pp. 153-160

Persistent link: https://www.econbiz.de/10010360519

Credit risk models

Jarrow, Robert A. - In: Annual review of financial economics 1 (2009), pp. 37-68

Persistent link: https://www.econbiz.de/10003924491

Problems with using CDS to infer default probabilities

Jarrow, Robert A. - In: The journal of fixed income 21 (2012) 4, pp. 6-12

Persistent link: https://www.econbiz.de/10009670767

Credit market equilibrium theory and evidence : revisiting the structural versus reduced form credit risk model debate

Jarrow, Robert A. - In: Finance research letters 8 (2011) 1, pp. 2-7

Persistent link: https://www.econbiz.de/10009272382

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