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~subject:"Kreditrisiko"
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Kreditrisiko
Theorie
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Bankrisiko
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Klüppelberg, Claudia
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Biagini, Francesca
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Fuschini, Serena
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Kuhn, Gabriel
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Advanced mathematical methods for finance
1
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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International review of financial analysis
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ECONIS (ZBW)
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Tails of credit default portfolios
Kuhn, Gabriel
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002727312
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2
Credit contagion in a long range dependent macroeconomic factor model
Biagini, Francesca
;
Fuschini, Serena
;
Klüppelberg, Claudia
- In:
Advanced mathematical methods for finance
,
(pp. 105-132)
.
2011
Persistent link: https://www.econbiz.de/10008991320
Saved in:
3
Equities, credits and volatilities : a multivariate analysis of the European market during the subprime crisis
Schreiber, Irene
;
Müller, Gernot
;
Klüppelberg, Claudia
; …
- In:
International review of financial analysis
24
(
2012
),
pp. 57-65
Persistent link: https://www.econbiz.de/10009688173
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