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subject:"Credit risk"
subject:"Derivat <Wertpapier>"
~person:"Brigo, Damiano"
~person:"Glasserman, Paul"
~person:"Hull, John"
~person:"Overbeck, Ludger"
~type_genre:"Article in journal"
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Credit risk
Derivat <Wertpapier>
Risikomanagement
11
Risk management
11
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8
Theory
8
Portfolio selection
6
Portfolio-Management
6
Kreditrisiko
5
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credit valuation adjustment
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Brigo, Damiano
Glasserman, Paul
Hull, John
Overbeck, Ludger
Jacobs, Michael <Jr.>
8
Arora, Anju
7
Rösch, Daniel
7
Andreeva, Galina
5
Broll, Udo
5
Crook, Jonathan N.
5
Prorokowski, Lukasz
5
Schuermann, Til
5
Welzel, Peter
5
Cerezetti, Fernando
4
Gatzert, Nadine
4
Hölscher, Reinhold
4
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4
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4
Summer, Martin
4
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4
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3
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3
Chen, Ren-Raw
3
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3
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3
Cipra, Tomáš
3
Fischer, Matthias
3
Frei, Christoph
3
Grundke, Peter
3
Hamerle, Alfred
3
Hendrych, Radek
3
Hurlin, Christophe
3
Kanno, Masayasu
3
Karrenbauer, Ulrike
3
Kumar, Muneesh
3
Kupiec, Paul H.
3
Lalon, Raad Mozib
3
Leippold, Markus
3
Li, Jianping
3
Marzouk, Oussama
3
Miani, Stefano
3
Montesi, Giuseppe
3
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International journal of theoretical and applied finance
2
Kredit und Kapital
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Quantitative finance
1
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All
ECONIS (ZBW)
5
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1
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
Saved in:
2
Bounding wrong-way risk in CVA calculation
Glasserman, Paul
;
Yang, Linan
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 268-305
Persistent link: https://www.econbiz.de/10011969151
Saved in:
3
Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
4
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
5
Stochastic essentials for the risk management of credit portfolios
Overbeck, Ludger
;
Stahl, Gerhard
- In:
Kredit und Kapital
36
(
2003
)
1
,
pp. 52-81
Persistent link: https://www.econbiz.de/10001758774
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