//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"structural modelling"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Conditional probabilities of default
1
Conditional value at risk
1
Credit risk
1
Structural modelling
1
Value at risk
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Allen, David E
1
Powell, Robert
1
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
EconWPA
3
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Centre for Economic Research, School of Economics and Management Studies
2
Department of Economics and Business, Universitat Pompeu Fabra
2
Institute for the Study of Labor (IZA)
2
Zentrum für Europäische Integrationsforschung (ZEI), Rheinische Friedrich-Wilhelms-Universität Bonn
2
Agricultural Economics Society - AES
1
C.E.P.R. Discussion Papers
1
Department of Economics, Faculty of Business and Economics
1
Department of Economics, Leicester University
1
Department of Economics, University of Victoria
1
Econometric Society
1
Economics Department, University of East London
1
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Institut für Agrarökonomie, Georg-August-Universität Göttingen
1
Institut für Makroökonomie und Konjunkturforschung (IMK), Hans Böckler Stiftung
1
Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz
1
Madras School of Economics
1
School of Economics and Finance, Queen Mary
1
more ...
less ...
Published in...
All
MPRA Paper
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective
Allen, David E
;
Powell, Robert
-
Volkswirtschaftliche Fakultät, …
-
2008
a CVaR type component into
structural
modelling
which we term conditional probability of default (CPD). We also examine …
Persistent link: https://www.econbiz.de/10011110935
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->