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Theorie
Kreditderivat
3,722
Credit derivative
3,720
Kreditrisiko
2,233
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2,218
Theory
855
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716
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711
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644
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541
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Brigo, Damiano
11
Gündüz, Yalın
11
Capponi, Agostino
10
Calice, Giovanni
8
De Fiore, Fiorella
8
Herbertsson, Alexander
8
Hoerova, Marie
8
Oehmke, Martin
8
Tang, Dragon Yongjun
8
Uhlig, Harald
8
Colonnello, Stefano
7
Duffie, Darrell
7
Efing, Matthias
7
Gong, Feixue
7
Pausch, Thilo
7
Phelan, Gregory
7
Scheicher, Martin
7
Schmidt, Wolfgang M.
7
Vuillemey, Guillaume
7
Welzel, Peter
7
Zucchi, Francesca
7
Bielecki, Tomasz R.
6
Bolton, Patrick
6
Fabozzi, Frank J.
6
Härdle, Wolfgang
6
Lipton, Alexander
6
Peña Sánchez de Rivera, Juan Ignacio
6
Zhou, Yi
6
Beltran, Daniel O.
5
Benzoni, Luca
5
Bo, Lijun
5
Claußen, Arndt
5
Collin-Dufresne, Pierre
5
Das, Sanjiv R.
5
Dimpfl, Thomas
5
Eisfeldt, Andrea L.
5
Goldstein, Robert S.
5
Helwege, Jean
5
Jacobs, Kris
5
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National Bureau of Economic Research
8
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2
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2
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2
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1
Bucerius Law School
1
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1
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1
Econometrisch Instituut <Rotterdam>
1
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1
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1
Financial Markets Conference, Credit Derivatives: Where's the Risk? <2007, Atlanta, Ga.>
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Mohr Siebeck GmbH & Co. KG
1
Otto-Friedrich-Universität Bamberg
1
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International journal of theoretical and applied finance
23
Journal of banking & finance
20
Journal of financial economics
15
The journal of credit risk : published quarterly by Incisive Media
15
Finance research letters
9
Review of derivatives research
9
The journal of fixed income
9
Journal of empirical finance
8
NBER Working Paper
8
NBER working paper series
8
Discussion paper / Centre for Economic Policy Research
7
Economic modelling
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The review of financial studies
7
Working paper / National Bureau of Economic Research, Inc.
7
Discussion paper
6
Finance and economics discussion series
6
Journal of economic dynamics & control
6
The Oxford handbook of credit derivatives
6
FEDS Working Paper
5
Finance and stochastics
5
IWH-Diskussionspapiere
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial stability
5
Journal of international money and finance
5
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5
Review of quantitative finance and accounting
5
SFB 649 discussion paper
5
SpringerLink / Bücher
5
Williams College Economics Department working paper series
5
Working papers in economics
5
Annals of finance
4
Bundesbank Discussion Paper
4
Computational economics
4
Journal of financial services research : JFSR
4
Journal of international financial markets, institutions & money
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Quantitative finance
4
Research in international business and finance
4
The European journal of finance
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ECONIS (ZBW)
855
EconStor
6
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1
EU-27 bank failure prediction with C5.0 decision trees and deep learning neural networks
Kristóf, Tamás
;
Virág, Miklós
- In:
Research in international business and finance
61
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014240075
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2
Forecasting loss given default of bank loans with multi-stage model
Tanoue, Yuta
;
Kawada, Akihiro
;
Yamashita, Satoshi
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 513-522
Persistent link: https://www.econbiz.de/10011922923
Saved in:
3
Probability density of recovery rate given default of a firm's debt and its constituent tranches
Chellathurai, Thamayanthi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011687002
Saved in:
4
Default-implied asset correlation : empirical study for Moroccan companies
Ammari, Mustapha
;
Lakhnati, Ghizlane
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 415-425
Persistent link: https://www.econbiz.de/10011789290
Saved in:
5
Loss given default : estimating by the conditional minimum value
Ammari, Mustapha
;
Lakhnati, Ghizlane
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 779-785
Persistent link: https://www.econbiz.de/10011823132
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6
Time to default in credit scoring using survival analysis : a benchmark study
Dirick, Lore
;
Claeskens, Gerda
;
Baesens, Bart
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
6
,
pp. 652-665
Persistent link: https://www.econbiz.de/10011656882
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7
The implications of credit risk modeling for banks’ loan loss provisions and loan-origination procyclicality
Bhat, Gauri
;
Ryan, Stephen G.
;
Vyas, Dushyantkumar
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2116-2141
Persistent link: https://www.econbiz.de/10012039734
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8
A hierarchical mixture cure model with unobserved heterogeneity for credit risk
Dirick, Lore
;
Claeskens, Gerda
;
Vasnev, Andrey
; …
-
2020
Persistent link: https://www.econbiz.de/10012439251
Saved in:
9
Recovery process optimization using survival regression
Witzany, Jiří
;
Kozina, Anastasiia
- In:
Operational research : an international journal
22
(
2022
)
5
,
pp. 5269-5296
Persistent link: https://www.econbiz.de/10013445613
Saved in:
10
Incorporating small-sample defaults history in loss given default models
Ptak-Chmielewska, Aneta
;
Kopciuszewski, Paweł
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
4
,
pp. 101-119
Persistent link: https://www.econbiz.de/10013185695
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