//--> //--> //-->
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:"Option pricing theory"
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
Comparative analyses of expect...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
23
Theory
23
Risikomaß
14
Risk measure
14
Portfolio selection
9
Portfolio-Management
9
Credit risk
8
Kreditrisiko
8
Risikomanagement
8
Risk management
8
Bank lending
6
Kreditgeschäft
6
Insolvency
5
Insolvenz
5
Measurement
5
Messung
5
Japan
4
Multivariate Verteilung
4
Multivariate distribution
4
Simulation
4
Bank
3
Collateral
3
Expected loss (EL)
3
Exposure at default (EaD)
3
Kreditsicherung
3
Loss
3
Loss given default (LGD)
3
Optionspreistheorie
3
Probability of default (PD)
3
Verlust
3
Volatility
3
Volatilität
3
copula
3
economic capital
3
multivariate distribution
3
risk aggregation
3
1994-1998
2
Arbitrage
2
Capital income
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
3
Author
All
Yoshiba, Toshinao
3
Katō, Toshiyasu
2
Adachi, Tetsuya
1
Sueshige, Takumi
1
Published in...
All
IMES discussion paper series
1
IMES discussion paper series / Englische Ausgabe
1
Monetary and economic studies
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model risk and its control
Katō, Toshiyasu
;
Yoshiba, Toshinao
-
2000
Persistent link: https://www.econbiz.de/10001486141
Saved in:
2
Model risk and its control
Katō, Toshiyasu
;
Yoshiba, Toshinao
- In:
Monetary and economic studies
18
(
2000
)
2
,
pp. 129-157
Persistent link: https://www.econbiz.de/10001539621
Saved in:
3
Wrong-way risk in credit valuation adjustment of credit default swap with copulas
Adachi, Tetsuya
;
Sueshige, Takumi
;
Yoshiba, Toshinao
-
2019
Persistent link: https://www.econbiz.de/10013448467
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->