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subject:"Credit risk"
subject:"Derivat <Wertpapier>"
~isPartOf:"Quantitative finance"
~person:"Glasserman, Paul"
~person:"Hull, John"
~person:"Kelleher, Aidan"
~subject:"Finanzsektor"
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Credit risk
Derivat <Wertpapier>
Finanzsektor
Financial services
2
Finanzdienstleistung
2
Kreditrisiko
2
Risikomanagement
2
Risk management
2
Competing risks
1
Consumer credit
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Correlation
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Correlation matrices
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Credit derivative
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Credit rating
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Credit scoring
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Derivat
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Derivative
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Estimation theory
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Korrelation
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Kreditderivat
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Kreditwürdigkeit
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Margin requirements
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Matrix loss functions
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Mixture cure model
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Modellierung
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Portfolio risk
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Portfolio selection
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Portfolio-Management
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Glasserman, Paul
Hull, John
Kelleher, Aidan
Barbieri, Paolo Nicola
1
Chen, Yi-Hsuan
1
Corazza, Marco
1
De March, Davide
1
Glau, Kathrin
1
Hofer, Markus
1
Härdle, Wolfgang
1
Kandhai, Drona
1
Li, Wei
1
Lusignani, Giuseppe
1
Neuberg, Richard
1
Pachón, Ricardo
1
Paraschiv, Florentina
1
Prosperi, Lorenzo
1
Pötz, Christian
1
Sermpinis, Georgios
1
Si, Wujun
1
Sourabh, Sumit
1
Tollo, Giacomo di
1
Xu, Xiu
1
Yang, Qingyu
1
Zhang, Nailong
1
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Quantitative finance
Wiley finance series
4
Columbia Business School Research Paper
2
Journal of risk management in financial institutions
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Office of Financial Research Working Paper
1
ProQuest Ebook Central
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Wiley Finance
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Wiley Finance Ser.
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ECONIS (ZBW)
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Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
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2
A new mixture cure model under competing risks to score online consumer loans
Zhang, Nailong
;
Yang, Qingyu
;
Kelleher, Aidan
;
Si, Wujun
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1243-1253
Persistent link: https://www.econbiz.de/10012194760
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