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Four Essays on Robustification of Portfolio Models
Schanbacher, Peter - 2013
Persistent link: https://www.econbiz.de/10010408120
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Asset management in volatile markets
Haiss, Peter R.; Sammer, Bernhard; Gartner, Martin; … - New Trends in Asset Management: Exploring the … - 2010
The 27th SUERF Colloquium in Munich in June 2008: New Trends in Asset Management: Exploring the Implications was already topical in the Summer of 2008. The subsequent dramatic events in the Autumn of 2008 made the presentations in Munich even more relevant to investors and bankers that want to...
Persistent link: https://www.econbiz.de/10011705329
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CreditRisk+ in the banking industry
Gundlach, Matthias (ed.) - 2004
CreditRisk+ is an important and widely implemented default- mode model of portfolio credit risk, based on a methodology from acturial mathematics. This book gives an account of the status quo as well as new and recent developments of the credit risk model CreditRisk+, which is widespread in...
Persistent link: https://www.econbiz.de/10001851220
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Il rischio di credito : metodologie avanzate di previsione delle insolvenze
Bertoni, Alberto (contributor); Ecchia, Stefano (ed.) - 1996
Persistent link: https://www.econbiz.de/10000971305
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Credit Risk und Value-at-Risk Alternativen : Herausforderungen für das Risk-Management
Oehler, Andreas (ed.) - 1998
Persistent link: https://www.econbiz.de/10000664860
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Auswirkungen des Planungshorizonts und der Ausfallwahrscheinlichkeit auf die Portfolio-Bildung
Bamberg, Günter - In: Wirtschafts- und Sozialstatistik heute : Theorie und …, (pp. 215-232). 1997
Persistent link: https://www.econbiz.de/10001296667
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Measuring and managing credit portfolio risk
Wilson, Thomas Charles - In: Risk measurement, econometrics and neural networks : …, (pp. 259-306). 1998
Persistent link: https://www.econbiz.de/10001305352
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Handbook of investing in corporate debt instruments
Fabozzi, Frank J. (contributor) - 1998
Persistent link: https://www.econbiz.de/10001388413
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Analyse und Bewertung des Ausfallrisikos bei nicht börsengehandelten bedingten Finanzderivaten : eine spezifische Adaption des Value-at-Risk-Ansatzes
König, Alexander - In: Finanzierung, (pp. 65-80). 1997
Persistent link: https://www.econbiz.de/10001320742