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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Fischer, Matthias"
~subject:"Probability theory"
~subject:"Theorie"
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Fischer, Matthias
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The journal of credit risk : published quarterly by Incisive Media
Journal of risk and financial management : JRFM
1
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ECONIS (ZBW)
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A credit portfolio framework under dependent risk parameters : probability of default, loss given default and exposure at default
Eckert, Johanna
;
Jakob, Kevin
;
Fischer, Matthias
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011566295
Saved in:
2
Modeling sector correlations with CreditRisk+ : the commen background vector model
Fischer, Matthias
;
Dietz, Christian
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
4
,
pp. 23-43
Persistent link: https://www.econbiz.de/10009424790
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