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subject:"Banking supervision"
type_genre:"Handbuch"
~person:"Fermanian, Jean-David"
~subject:"Risikomaß"
~subject:"Unternehmen"
~type_genre:"Arbeitspapier"
~type_genre:"Lehrbuch"
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Banking supervision
Risikomaß
Unternehmen
Credit risk
4
Kreditrisiko
4
Risikomanagement
4
Risk management
4
Risk measure
4
Nichtparametrisches Verfahren
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Statistical distribution
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Messung
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Portfolio selection
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Risiko
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Risk
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counterparty risk
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elliptical distributions
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Fermanian, Jean-David
McAleer, Michael
10
Stoja, Evarist
8
Daníelsson, Jón
6
Vries, Casper G. de
6
Allen, David E.
5
Bungartz, Oliver
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Farkas, Walter
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Manganelli, Simone
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Pelizzon, Loriana
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Pérez Amaral, Teodosio
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Billio, Monica
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Broll, Udo
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Chen Zhou
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Daouia, Abdelaati
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Engle, Robert F.
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Fortin, Ines
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Frattarolo, Lorenzo
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Girard, Stéphane
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Giudici, Paolo
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Härdle, Wolfgang
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Polanski, Arnold
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Burghof, Hans-Peter
3
Caporin, Massimiliano
3
Cañón, Carlos Iván
3
Embrechts, Paul
3
Gerba, Eddie
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Jorgensen, Bjorn N.
3
Oordt, Maarten van
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Pambira, Alberto
3
Pesaran, M. Hashem
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Repullo, Rafael
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Rudolph, Bernd
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Saurina, Jesús
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Scaillet, Olivier
3
Stulz, René M.
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Stupfler, Gilles
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Trucharte, Carlos
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ECONIS (ZBW)
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Multi-factor granularity adjustments for market and counterparty risks
Fermanian, Jean-David
;
Florentin, Clément
-
2016
Persistent link: https://www.econbiz.de/10012196291
Saved in:
2
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:
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/10001807607
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/10001812434
Saved in:
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