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subject:"Wirtschaftswissenschaft"
type_genre:"Collection of articles written by one author"
~person:"Herbertsson, Alexander"
~subject:"Game theory"
~subject:"Portfolio selection"
~type_genre:"Aufsatz im Buch"
~type_genre:"Mehrbändiges Werk"
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Wirtschaftswissenschaft
Game theory
Portfolio selection
Credit risk
5
Kreditrisiko
5
Portfolio-Management
5
Theorie
5
Theory
5
Markov chain
4
Markov-Kette
4
Credit derivative
1
Credit insurance
1
Derivat
1
Derivative
1
Hedging
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Kreditderivat
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Kreditversicherung
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Multivariate Verteilung
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Collection of articles written by one author
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Herbertsson, Alexander
Fabozzi, Frank J.
23
Güth, Werner
14
Račev, Svetlozar T.
9
Samuelson, Paul Anthony
9
Binmore, Ken
8
Buchanan, James M.
8
Carraro, Carlo
8
Lee, Cheng F.
8
Locarek-Junge, Hermann
8
Kliemt, Hartmut
7
Merton, Robert C.
7
Shubik, Martin
7
Ulph, Alistair
7
Zopounidis, Constantin
7
Grahn, Sofia
6
Kirman, Alan P.
6
Kräkel, Matthias
6
Ortobelli, Sergio
6
Overbeck, Ludger
6
Samuels, Warren J.
6
Satchell, Stephen
6
Selten, Reinhard
6
Thomson, William
6
Wood, John Cunningham
6
Aumann, Robert J.
5
Berninghaus, Siegfried
5
Boettke, Peter J.
5
Chander, Parkash
5
Hart, Sergiu
5
Marshall, Alfred
5
Maurer, Raimond
5
Moriggia, Vittorio
5
Nastasi, Alberto
5
Peleg, Bezalel
5
Persson, Mattias
5
Porta, Pier Luigi
5
Prinzler, Ralf
5
Rosenmüller, Joachim
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Stadler, Manfred
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Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
2
The Oxford handbook of credit derivatives
2
The credit derivatives handbook : global perspectives, innovations, and market drivers
1
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ECONIS (ZBW)
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A bottom-up dynamic model of portfolio credit risk : part II ; common-shock interpretation, calibration and hedging issues
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 51-73)
.
2014
Persistent link: https://www.econbiz.de/10010359906
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2
A bottom-up dynamic model of portfolio credit risk : part I ; Markov copula perspective
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 25-49)
.
2014
Persistent link: https://www.econbiz.de/10010359909
Saved in:
3
Markov Chain Models of Portfolio Credit Risk
Bielelcki, Tomasz R.
;
Crépey, Stéphane
;
Herbertsson, …
- In:
The Oxford handbook of credit derivatives
.
2012
Persistent link: https://www.econbiz.de/10012882005
Saved in:
4
Markov chain models of portfolio credit risk
Bielecki, Tomasz R.
- In:
The Oxford handbook of credit derivatives
,
(pp. 327-382)
.
2011
Persistent link: https://www.econbiz.de/10014565537
Saved in:
5
Default contagion in large homogeneous portfolios
Herbertsson, Alexander
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 303-334)
.
2008
Persistent link: https://www.econbiz.de/10003748427
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