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On measuring credit risks of d...
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1
Pricing credit linked financial instruments :
theory
and empirical evidence
Schmid, Bernd
-
2002
Persistent link: https://www.econbiz.de/10001632772
Saved in:
2
Credit risk pricing models :
theory
and practice
Schmid, Bernd
-
2004
-
2. ed.
Persistent link: https://www.econbiz.de/10001786486
Saved in:
3
Kreditrisikomodelle : Bewertung von Kreditderivaten und Portfoliomodelle zur Kreditrisikomessung
Rehm, Florian Christoph
-
2002
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001691684
Saved in:
4
Measuring credit risk : the credit migration approach extended for credit derivatives
Crouhy, Michel
;
Im, John
;
Nudelman, Greg
- In:
Risk management : the state of the art
,
(pp. 87-110)
.
2002
Persistent link: https://www.econbiz.de/10001698293
Saved in:
5
Synthetische Collateralized Debt Obligations : Bewertung und Kreditrisikomessung mit Unternehmenswertmodellorientierung
Jortzik, Stephan
-
2006
Persistent link: https://www.econbiz.de/10003373872
Saved in:
6
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Büchel, Patrick
;
Kratochwil, Michael
;
Rösch, Daniel
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 273-322
Persistent link: https://www.econbiz.de/10012303233
Saved in:
7
Modelling credit derivatives
Voort, Martinus Franciscus Antonius van der
-
2008
Persistent link: https://www.econbiz.de/10003941299
Saved in:
8
Pricing counterparty risk at the trade level and credit valuation adjustment allocations
Pykhtin, Michael
;
Rosen, Dan
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
4
,
pp. 3-38
Persistent link: https://www.econbiz.de/10008807742
Saved in:
9
Pricing counterparty risk at the trade level and CVA allocations
Pykhtin, Michael
;
Rosen, Dan
-
2010
Persistent link: https://www.econbiz.de/10003968245
Saved in:
10
A libor market model including credit risk under the real-world measure
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 111-141
Persistent link: https://www.econbiz.de/10012544160
Saved in:
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