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The Oxford handbook of credit derivatives
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Advanced bond portfolio management : best practices in modeling and strategies
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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
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Optimizing optimization : the next generation of optimization applications and theory
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Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
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Quantitative fund management
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Risk management for central bank foreign reserves
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The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
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Advances in risk management
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Handbook of heavy tailed distributions in finance
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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Credit risk : models, derivatives, and management
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CreditRisk+ in the banking industry
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Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
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Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
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Managerial multiple objective optimization
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Multiple criteria decision making in finance, insurance and investment
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Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
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Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
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Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
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Advances of OR in commodities and financial modeling
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Analytical models for financial modeling and risk management
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Application of operations research to financial markets
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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Decision making and risk/return optimization in financial economics
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Finance
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Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
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Kreditrisikomanagement : Portfoliomodelle und Derivate
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Kreditrisikomessung und Kreditrisikomanagement
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Mathematical modeling and numerical methods in finance : special volume
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Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
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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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2
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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3
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
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4
Region and sector effects in stress testing of commercial loan portfolio
Zhu, Steven H.
- In:
Commercial banking risk management : regulation in the …
,
(pp. 201-229)
.
2017
Persistent link: https://www.econbiz.de/10011607045
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Eigenkapitaloptimierung durch trennscharfe Bestandsratings
Bröker, Frank
-
2017
Persistent link: https://www.econbiz.de/10011637283
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6
Stress testing in credit portfolio models
Kalkbrener, M.
;
Overbeck, Ludger
- In:
Applied quantitative finance
,
(pp. 153-176)
.
2017
Persistent link: https://www.econbiz.de/10011794959
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Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger
;
Wagner, Christoph
- In:
Applied quantitative finance
,
(pp. 207-221)
.
2017
Persistent link: https://www.econbiz.de/10011794963
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Efficient simulations for a Bernoulli mixture model of portfolio credit risk
Başoğlu, İsmail
;
Hörmann, Wolfgang
;
Sak, Halis
- In:
Advances of OR in commodities and financial modeling
,
(pp. 113-128)
.
2018
Persistent link: https://www.econbiz.de/10011871371
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When risk weights increase the risk : some concerns for capital regulation
Varsanyi, Zoltan
- In:
Financial markets and the global recession
,
(pp. 57-78)
.
2010
Persistent link: https://www.econbiz.de/10009614254
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10
Dynamic asset allocation with default and systemic risks
Sbuelz, Alessandro
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 241-250)
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2018
Persistent link: https://www.econbiz.de/10011898643
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