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subject:"Hedging"
~isPartOf:"Journal of risk"
~person:"Deliu, Dragos"
~person:"Gürtler, Marc"
~person:"Lamb, John D."
~subject:"Kreditrisiko"
~subject:"Messung"
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Deliu, Dragos
Gürtler, Marc
Lamb, John D.
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Journal of risk
Working papers / Institut für Finanzwirtschaft, Technische Universität Braunschweig
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The credit derivatives handbook : global perspectives, innovations, and market drivers
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An internal default risk model : simulation of default times and recovery rates within the new fundamental review of the trading book framework
Bertagna, Andrea
;
Deliu, Dragos
;
Lopez, Luca
;
Nassigh, Aldo
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10013177133
Saved in:
2
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
Saved in:
3
Measuring concentration risk for regulatory purposes
Gürtler, Marc
;
Hibbeln, Martin
;
Vöhringer, Clemens
- In:
Journal of risk
12
(
2009/10
)
3
,
pp. 69-104
Persistent link: https://www.econbiz.de/10003970191
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