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subject:"Risikomanagement"
~isPartOf:"The journal of fixed income"
~language:"eng"
~subject:"Kreditrisiko"
~type_genre:"Article in journal"
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Risikomanagement
Kreditrisiko
Credit insurance
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Article in journal
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Gendron, Michel
1
Lai, Van Son
1
Shynkevich, Andrei
1
Soumaré, Issouf
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The journal of fixed income
Journal of banking & finance
8
International journal of theoretical and applied finance
6
Finance research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
4
The journal of structured finance
4
Journal of financial economics
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Journal of international financial markets, institutions & money
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The journal of futures markets
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Financial stability review : FSR
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Journal of financial stability
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Municipal finance journal : the state and local financing and municipal securities advisor
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The North American journal of economics and finance : a journal of financial economics studies
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American journal of agricultural economics
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Annual review of financial economics
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Applied mathematical finance
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Astin bulletin : the journal of the International Actuarial Association
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Computational economics
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Economics letters
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European financial management : the journal of the European Financial Management Association
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European journal of law and economics
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Financial markets and portfolio management
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Insurance / Mathematics & economics
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International Journal of Financial Markets and Derivatives : IJFMD
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International Journal of Financial Studies : open access journal
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International journal of economics and finance
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International journal of finance & economics : IJFE
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International journal of financial engineering
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International journal of financial research
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International review of financial analysis
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Journal of business & economics research
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Journal of business economics and management
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Journal of derivatives & hedge funds
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Journal of economic development
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Journal of empirical finance
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ECONIS (ZBW)
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Extraction of implied default probabilites and expected recovery values from a combination of bond prices and CDS spreads
Shynkevich, Andrei
- In:
The journal of fixed income
23
(
2014
)
3
,
pp. 91-102
Persistent link: https://www.econbiz.de/10010388886
Saved in:
2
An analysis of portfolios of insured debts
Gendron, Michel
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10003376587
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