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~accessRights:"free"
~person:"Herbertsson, Alexander"
~type_genre:"Aufsatzsammlung"
~type_genre:"Graue Literatur"
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Credit derivative
6
Credit risk
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Kreditderivat
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Kreditrisiko
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Kreditversicherung
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Portfolio selection
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Portfolio-Management
4
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Herbertsson, Alexander
Gündüz, Yalın
15
Byström, Hans N. E.
8
Peltonen, Tuomo
8
Scheicher, Martin
8
Zhou, Hao
8
Colonnello, Stefano
7
Gehde-Trapp, Monika
7
Ongena, Steven
7
Phelan, Gregory
7
Efing, Matthias
6
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6
Zhu, Haibin
6
Zucchi, Francesca
6
Filipović, Damir
5
Gilchrist, Simon
5
Gong, Feixue
5
Härdle, Wolfgang
5
Marsh, Ian
5
Urban, Jörg
5
Wei, Bin
5
Yue, Vivian Z.
5
Zakrajšek, Egon
5
Balduzzi, Pierluigi
4
Dimitrov, Daniel
4
Fostel, Ana
4
Gałkiewicz, Dominika
4
Geanakoplos, John
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Hasan, Iftekhar
4
Mayordomo, Sergio
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McAleer, Michael
4
Nasev, Julia
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Raunig, Burkhard
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Schienle, Melanie
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Ters, Kristyna
4
Vuillemey, Guillaume
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Wijnbergen, Sweder van
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Wojtowicz, Marcin
4
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3
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CDS index options in Markov chain models
Herbertsson, Alexander
-
2019
Persistent link: https://www.econbiz.de/10011965838
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2
A Markov Copula model of portfolio credit risk with stochastic intensities and Random recoveries
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépy, Stéphane
; …
-
2012
Persistent link: https://www.econbiz.de/10009630172
Saved in:
3
Pricing basket default swaps in a tractable shot-noise model
Herbertsson, Alexander
;
Jang, Jiwook
;
Schmidt, Thorsten
-
2009
Persistent link: https://www.econbiz.de/10003828944
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4
Pricing k-th-to-default swaps ander default contagion : the matrix-analytic approach
Herbertsson, Alexander
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003571927
Saved in:
5
Pricing synthetic CDO tranches in a model with default contagion using the matrix-analytic approach
Herbertsson, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571937
Saved in:
6
Modelling default contagion using multivariate phase-type distributions
Herbertsson, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571939
Saved in:
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