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type_genre:"Graue Literatur"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~subject:"Kreditrisiko"
~type_genre:"Handbook"
~type_genre:"Mehrbändiges Werk"
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Kreditrisiko
Credit derivative
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Credit risk
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Financial services
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Finanzdienstleistung
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Insolvency
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Insolvenz
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Probability theory
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hedging parameter risk
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model-free moments of default loss distributions
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stress event intensities
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Dierkes, Maik
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Rösch, Daniel
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Schmelzle, Martin
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Gottfried Wilhelm Leibniz Universität Hannover
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Institute of Finance and Accounting <London>
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National Bureau of Economic Research
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Centre for Economic Performance
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Eidgenössische Technische Hochschule Zürich
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Europäische Investitionsbank
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Federal Reserve Bank of San Francisco
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Leibniz-Institut für Wirtschaftsforschung Halle
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Correlated default and parameter risk
Schmelzle, Martin
-
2018
Persistent link: https://www.econbiz.de/10012167010
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