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~subject:"Kreditrisiko"
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Kreditrisiko
Theorie
186
Theory
184
Optionspreistheorie
127
Option pricing theory
125
Stochastic process
67
Stochastischer Prozess
67
Volatility
55
Volatilität
55
Portfolio-Management
47
CAPM
46
Portfolio selection
46
Risk
45
Risiko
44
Capital income
42
Kapitaleinkommen
42
Option trading
41
Optionsgeschäft
41
Derivat
37
Derivative
37
Hedging
37
Credit risk
36
Börsenkurs
35
Share price
35
Finanzmarkt
24
Financial market
23
Measurement
22
Messung
22
Estimation
21
Schätzung
21
Black-Scholes-Modell
20
Statistical distribution
20
Statistische Verteilung
20
Risikomanagement
19
Risk management
19
Wandelanleihe
19
Black-Scholes model
18
Convertible bond
18
USA
17
United States
17
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14
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Book / Working Paper
21
Article
12
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Article in journal
11
Aufsatz in Zeitschrift
11
Graue Literatur
6
Non-commercial literature
6
Arbeitspapier
5
Working Paper
5
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2
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2
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1
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1
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1
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English
33
Author
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Madan, Dilip B.
17
Schoutens, Wim
17
Jönsson, Henrik
8
Unal, Haluk
5
Bakshi, Gurdip S.
4
Cariboni, Jessica
4
Eberlein, Ernst
3
Fang, Fang
2
Gehrig, Thomas
2
Güntay, Levent
2
Heynderickx, Wouter
2
Joossens, Elisabeth
2
Oosterlee, Cornelis W.
2
Smits, Bert F.
2
Zhang, Frank Xiaoling
2
Asmussen, Søren
1
Barbachan, José Santiago Fajardo
1
Campolongo, Francesca
1
Corcuera, José Manuel
1
De Spiegeleer, Jan
1
Grundke, Peter
1
Linders, Daniël
1
Masol, Viktoriya
1
Pennacchi, George G.
1
Postorius, M.
1
Riedel, Karl O.
1
Zhang, Frank
1
Zhang, Frank X.
1
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Conference on Pricing the Risks of Deposit Insurance <2002, Washington, DC>
1
European Commission / Joint Research Centre
1
Federal Deposit Insurance Corporation
1
The Wharton Financial Institutions Center
1
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Journal of banking & finance
3
Review of derivatives research
3
Robert H. Smith School Research Paper
3
Finance and economics discussion series
2
AFI
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Credit risk : models, derivatives, and management
1
EURANDOM reports
1
Financial markets, institutions & instruments
1
Journal of financial services research : JFSR
1
Journal of risk
1
SpringerBriefs in finance
1
The journal of business : B
1
The journal of computational finance
1
Wiley financy series
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
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ECONIS (ZBW)
32
USB Cologne (EcoSocSci)
1
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1
Modeling and monitoring risk acceptability in markets : the case of the credit default swap market
Madan, Dilip B.
- In:
Journal of banking & finance
47
(
2014
),
pp. 63-73
Persistent link: https://www.econbiz.de/10010506505
Saved in:
2
Pricing the risks of default
Madan, Dilip B.
;
Unal, Haluk
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 121-160
Persistent link: https://www.econbiz.de/10001497930
Saved in:
3
Investigating the sources of default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank X.
-
2001
Persistent link: https://www.econbiz.de/10001573166
Saved in:
4
Recovery in default risk modeling : theoretical foundations and empirical applications
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank
-
2001
Persistent link: https://www.econbiz.de/10001613473
Saved in:
5
Pricing the risk of recovery in default with absolute priority rule violation
Unal, Haluk
;
Madan, Dilip B.
;
Güntay, Levent
- In:
Journal of banking & finance
27
(
2003
)
6
,
pp. 1001-1025
Persistent link: https://www.econbiz.de/10001757805
Saved in:
6
Pricing the risk of recovery in default with APR violation
Unal, Haluk
(
contributor
);
Madan, Dilip B.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685954
Saved in:
7
Special issue on pricing the risks of deposit insurance : [papers presented at a Conference on Pricing the Risks of Deposit Insurance, cosponsored by the Federal Deposit Insurance Corporation (FDIC)] ...
Madan, Dilip B.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001850744
Saved in:
8
Pricing equity default swaps under the CGMY Lévy model
Asmussen, Søren
(
contributor
);
Madan, Dilip B.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003093868
Saved in:
9
Pricing to acceptability : with applications to valuation of one’s own credit risk
Eberlein, Ernst
;
Gehrig, Thomas
;
Madan, Dilip B.
- In:
Journal of risk
15
(
2012/13
)
1
,
pp. 91-120
Persistent link: https://www.econbiz.de/10009657963
Saved in:
10
Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank Xiaoling
- In:
The journal of business : B
79
(
2006
)
4
,
pp. 1955-1987
Persistent link: https://www.econbiz.de/10003378503
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