Narrow search
Showing 1 - 5 of 5
Cover Image
Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R.; Rutkowski, Marek - 2002
Persistent link: https://www.econbiz.de/10001621020
Cover Image
Modelling and hedging of default risk
Jeanblanc, Monique; Rutkowski, Marek - In: Credit derivatives : the definitive guide, (pp. 385-416). 2004
Persistent link: https://www.econbiz.de/10002799023
Cover Image
CVA under alternative settlement conventions and with systemic risk
Durand, Cyril; Rutkowski, Marek - In: International journal of theoretical and applied finance 16 (2013) 7, pp. 1-40
Persistent link: https://www.econbiz.de/10010233319
Cover Image
Regulatory capital modeling for credit risk
Rutkowski, Marek; Tarca, Silvio - In: International journal of theoretical and applied finance 18 (2015) 5, pp. 1-44
Persistent link: https://www.econbiz.de/10011403880
Cover Image
Assessing the Basel II internal ratings-based approach : empirical evidence from Australia
Tarca, Silvio; Rutkowski, Marek - In: Journal of financial regulation and compliance : an … 24 (2016) 2, pp. 106-139
Persistent link: https://www.econbiz.de/10011563824