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Dynamic Allocation of Treasury...
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Interactions between market and credit risk : modeling the joint dynamics of default-free and defautltable bond term structures
Walder, Roger
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2002
Persistent link: https://www.econbiz.de/10001732496
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2
Integrated market and credit risk management of fixed income portfolios
Walder, Roger
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2002
Persistent link: https://www.econbiz.de/10001743384
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3
Dynamic allocation of treasury and corporate bond portfolios
Walder, Roger
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2002
Persistent link: https://www.econbiz.de/10001743395
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4
Interactions between Market and Credit Risk: Modeling the Joint Dynamics of Default-free and Defaultable Bond Term Structures
Walder, Roger
-
2002
This paper develops a model and estimate simultaneously the joint dynamics of default-free and defaultable bond term structures.
Persistent link: https://www.econbiz.de/10005843342
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5
Die Modellierung von Zinsrisikofaktoren in einem Value-at-Risk-Modell
Tobler, Jürg
;
Walder, Roger
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
3
,
pp. 342-370
Persistent link: https://www.econbiz.de/10001517508
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