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type_genre:"Aufsatz im Buch"
type_genre:"Congress report"
~language:"eng"
~person:"Herbertsson, Alexander"
~subject:"Institutionenökonomik"
~subject:"Portfolio-Management"
~subject:"Schätzung"
~type_genre:"Book section"
~type_genre:"Handbuch"
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Institutionenökonomik
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Credit risk
4
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Herbertsson, Alexander
Fabozzi, Frank J.
29
Hodgson, Geoffrey M.
13
Račev, Svetlozar T.
10
North, Douglass Cecil
9
Satchell, Stephen
8
Williamson, Oliver E.
7
Zopounidis, Constantin
7
Boyer, Robert
6
Merton, Robert C.
6
Ortobelli, Sergio
6
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Pagano, Ugo
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Songsak Sriboonchitta
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Frey, Bruno S.
5
Maringer, Dietmar G.
5
Moriggia, Vittorio
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Olson, Mancur
5
Samuels, Warren J.
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Samuelson, Paul Anthony
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Arena, Richard
4
Ascheberg, Marius
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Barnett, William A.
4
Bellalah, Mondher
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Blundell, Richard W.
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De Grauwe, Paul
4
Diewert, Walter E.
4
Elsner, Wolfram
4
Gollier, Christian
4
Hess, Gregory D.
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Hommel, Ulrich
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Huschens, Stefan
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Härdle, Wolfgang
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Mann, Steven V.
4
Markowitz, Harry
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Persson, Mattias
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Pohlmeier, Winfried
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Poterba, James M.
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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
1
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
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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