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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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Tasche, Dirk
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The journal of credit risk : published quarterly by Incisive Media
Papers / arXiv.org
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Journal of banking & finance
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Journal of Risk and Financial Management
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Credit risk models and management
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Risk : managing risk in the world's financial markets
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Operations research proceedings 2003 : selected papers of the International Conference on Operations Research (OR 2003), Heidelberg, September 3 - 5, 2003 ; with 51 tables
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The Basel II risk parameters : estimation, validation, and stress testing : with 58 tables
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The journal of gambling business and economics
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Fitting a distribution to value-at-risk and expected shortfall, with an application to covered bonds
Tasche, Dirk
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 77-111
Persistent link: https://www.econbiz.de/10011597894
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2
The art of probability-of-default curve calibration
Tasche, Dirk
- In:
The journal of credit risk : published quarterly by …
9
(
2013/14
)
4
,
pp. 63-103
Persistent link: https://www.econbiz.de/10010233807
Saved in:
3
Bounds for rating override rates
Tasche, Dirk
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 3-29
Persistent link: https://www.econbiz.de/10009700476
Saved in:
4
Bounds for rating override rates
Tasche, Dirk
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 3-29
Persistent link: https://www.econbiz.de/10010077445
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