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person:"Scaillet, Olivier"
subject:"Credit risk"
~person:"Kaltofen, Daniel"
~subject:"Theorie"
~type_genre:"Working Paper"
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Credit risk
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10
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Nichtparametrisches Verfahren
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Scaillet, Olivier
Kaltofen, Daniel
Broll, Udo
14
Daníelsson, Jón
12
Pelizzon, Loriana
11
Vries, Casper G. de
11
Rochet, Jean-Charles
10
Adam-Müller, Axel F. A.
9
Schuermann, Til
9
Engle, Robert F.
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Bos, Charles S.
7
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Mahieu, Ronald J.
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6
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5
Bannier, Christina E.
5
Biais, Bruno
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Csóka, Péter
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Dionne, Georges
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Franke, Günter
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Kit, Pong Wong
5
Schmeiser, Hato
5
Wahl, Jack E.
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Billio, Monica
4
Cabrales, Antonio
4
Dijk, Herman K. van
4
Ewerhart, Christian
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4
Getmansky, Mila
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Gollier, Christian
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Hartmann, Philipp
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Herings, Peter Jean-Jacques
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ECONIS (ZBW)
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
2
Retail loans & Basel II : using portfolio segmentation to reduce capital requirements
Kaltofen, Daniel
(
contributor
);
Paul, Stephan
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003370087
Saved in:
3
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
4
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
5
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
6
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
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