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~subject:"Zinsstruktur"
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Zinsstruktur
Kreditrisiko
20,012
Credit risk
19,150
Theorie
7,375
Theory
7,267
Kreditgeschäft
4,271
Bank lending
4,127
Cash flow
3,964
Cash Flow
3,956
Bank
3,151
Risikomanagement
2,901
Kreditwürdigkeit
2,780
Insolvenz
2,753
Insolvency
2,738
Credit rating
2,734
Risk management
2,682
Finanzkrise
2,259
Financial crisis
2,236
pricing
2,174
Basler Akkord
2,155
Basel Accord
2,139
USA
1,934
Kreditderivat
1,878
United States
1,872
Credit derivative
1,829
Portfolio-Management
1,813
Portfolio selection
1,769
Bankrisiko
1,733
Bank risk
1,716
Pricing
1,692
Credit
1,601
Kredit
1,598
Welt
1,562
World
1,534
Schätzung
1,530
Estimation
1,477
Yield curve
1,413
Hypothek
1,383
Mortgage
1,375
Derivat
1,320
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Article
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English
1,394
German
28
French
1
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1
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Renne, Jean-Paul
22
Monfort, Alain
19
Okimoto, Tatsuyoshi
11
Takaoka, Sumiko
11
Caporale, Guglielmo Maria
10
Cesa-Bianchi, Ambrogio
10
Gilchrist, Simon
10
Nozawa, Yoshio
10
Duffie, Darrell
9
He, Zhiguo
9
Milbradt, Konstantin
9
Beirne, John
8
Boyarchenko, Nina
8
Chen, Hui
8
Elkamhi, Redouane
8
Goldstein, Robert S.
8
Mayordomo, Sergio
8
Schönbucher, Philipp J.
8
Sum, Vichet
8
Taylor, John B.
8
Van Landschoot, Astrid
8
Weber, Michael
8
Gouriéroux, Christian
7
Lettau, Martin
7
Sapriza, Horacio
7
Schmidt, Thorsten
7
Spagnolo, Nicola
7
Batten, Jonathan A.
6
Chen, Tsung-Kang
6
Culp, Christopher L.
6
Dionne, Georges
6
Dötz, Niko
6
Huang, Jing-Zhi
6
Kuehn, Lars-Alexander
6
Lando, David
6
Santos, João A. C.
6
Veronesi, Pietro
6
Zhou, Yi
6
Anderson, Gareth
5
Augustin, Patrick
5
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National Bureau of Economic Research
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California Agricultural Experiment Station / Department of Agricultural and Resource Economics
1
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1
Centre for Analytical Finance <Århus>
1
Erasmus Research Institute of Management
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Logos Verlag Berlin
1
Nationalekonomiska Institutionen <Lund>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Universität <München> / Fakultät für Betriebswirtschaft
1
World Bank
1
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Journal of banking & finance
55
Journal of financial economics
28
International review of economics & finance : IREF
21
NBER working paper series
18
Finance research letters
17
The journal of fixed income
17
International review of financial analysis
16
Journal of international money and finance
16
International journal of theoretical and applied finance
15
The review of financial studies
13
Journal of international financial markets, institutions & money
12
NBER Working Paper
12
Working paper / National Bureau of Economic Research, Inc.
12
Discussion papers / CEPR
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The North American journal of economics and finance : a journal of financial economics studies
11
Pacific-Basin finance journal
10
The European journal of finance
10
The journal of corporate finance : contracting, governance and organization
10
Journal of empirical finance
9
Research in international business and finance
9
Review of quantitative finance and accounting
9
Working papers / Bank for International Settlements
9
Applied economics letters
8
Asia-Pacific financial markets
8
Economic modelling
8
Finance and economics discussion series
8
Journal of risk and financial management : JRFM
8
Fisher College of Business working paper series
7
Journal of international economics
7
The journal of finance : the journal of the American Finance Association
7
Working paper series / European Central Bank
7
Discussion paper
6
Documents de travail / Banque de France
6
ECB Working Paper
6
Economics letters
6
European financial management : the journal of the European Financial Management Association
6
Journal of macroeconomics
6
Lecture notes in economics and mathematical systems : LNEMS
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
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ECONIS (ZBW)
1,413
EconStor
8
USB Cologne (business full texts)
2
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1
Pricing
and risk management of synthetic CDOs
Schlösser, Anna
-
2011
Persistent link: https://www.econbiz.de/10008797619
Saved in:
2
Pricing
and Risk Management of Synthetic CDOs
Schlösser, Anna
-
2011
This book considers the one-factor copula model for credit portfolios that are used for
pricing
synthetic CDO …
Persistent link: https://www.econbiz.de/10014015252
Saved in:
3
The impact of cash flow management versus accruals management on credit rating performance and usage
Zhang, Eliza Xia
- In:
Review of quantitative finance and accounting
54
(
2020
)
4
,
pp. 1163-1193
Persistent link: https://www.econbiz.de/10012233122
Saved in:
4
Impact of soft information in loan
pricing
on default prediction using machine learning
Luong, Thi Mai
;
Scheule, Harald
;
Wanzare, Nitya
-
2023
Persistent link: https://www.econbiz.de/10014470089
Saved in:
5
Impact of mortgage soft information in loan
pricing
on default prediction using machine learning
Luong, Thi Mai
;
Scheule, Harald
;
Wanzare, Nitya
- In:
International review of finance : the official journal …
23
(
2023
)
1
,
pp. 158-186
Persistent link: https://www.econbiz.de/10014251350
Saved in:
6
Pricing
commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk : application of Mellin transform methods
Ma, Zonggang
;
Ma, Chaoqun
;
Wu, Zhijian
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 47-91
Persistent link: https://www.econbiz.de/10013191382
Saved in:
7
SABR and SABR LIBOR market models in practice : with examples implemented in Python
Crispoldi, Christian
;
Wigger, Gérald
;
Larkin, Peter
-
2015
Persistent link: https://www.econbiz.de/10011374239
Saved in:
8
Option prices with stochastic interest rates : Black/Scholes and Ho/Lee unified
Wilhelm, Jochen
-
2001
-
2. draft
Persistent link: https://www.econbiz.de/10001565740
Saved in:
9
Pricing
interest-rate derivatives : a fourier-transform based approach
Bouziane, Markus
-
2008
Persistent link: https://www.econbiz.de/10003571605
Saved in:
10
The LIBOR market model in practice
Gatarek, Dariusz
;
Maksymiuk, Robert
;
Bachert, Przemyslaw
-
2006
Persistent link: https://www.econbiz.de/10003075547
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