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Credit risk
7
Kreditrisiko
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Portfolio-Management
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Theory
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Credit derivative
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Kreditderivat
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Numerical analysis
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intensity-based models
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numerical methods
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conditional independent dependence modelling
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credit copula models
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equity portfolio risk
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factor models
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saddlepoint-methods
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Agrarpolitik
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Herbertsson, Alexander
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Gaasland, Ivar
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Working papers in economics
Mathematics and Computers in Simulation (MATCOM)
120
Energy
96
Renewable Energy
93
Natural Hazards
83
Physica A: Statistical Mechanics and its Applications
82
The European Physical Journal B - Condensed Matter and Complex Systems
65
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International journal of production research
54
MPRA Paper
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Water Resources Management
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Computational Economics
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Computational economics
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Energies
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IMF Working Papers
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Computational Optimization and Applications
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International journal of theoretical and applied finance
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Renewable and Sustainable Energy Reviews
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Journal of economic dynamics & control
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Quantitative Finance
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European journal of operational research : EJOR
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The journal of computational finance
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Applied Mathematical Finance
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Journal of Economic Dynamics and Control
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Discussion paper / Tinbergen Institute
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International journal of production economics
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SpringerLink / Bücher
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Dynamic games and applications : DGA
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European Journal of Operational Research
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Journal of Global Optimization
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Management Science
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Psychometrika
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Tinbergen Institute Discussion Paper
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CARE Working Papers
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International Journal of Theoretical and Applied Finance (IJTAF)
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Journal of Classification
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Journal of consumer research : JCR ; an interdisciplinary journal
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The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
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1
Saddlepoint approximations for credit portfolio distributions with applications in equity risk management
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014518798
Saved in:
2
Risk management of stock portfolios with jumps at exogenous default events
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014431441
Saved in:
3
Saddlepoint approximations for credit portfolios with stochastic recoveries
Herbertsson, Alexander
-
2022
Persistent link: https://www.econbiz.de/10013369349
Saved in:
4
CDS index options in Markov chain models
Herbertsson, Alexander
-
2019
Persistent link: https://www.econbiz.de/10011965838
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5
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:
6
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:
7
Modelling default contagion using multivariate phase-type distributions
Herbertsson, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571939
Saved in:
8
Multifunctionality of agriculture : an inquiry into the complementarity between landscape preservation and food security
Brunstad, Rolf Jens
;
Gaasland, Ivar
;
Vårdal, Erling
-
2005
Persistent link: https://www.econbiz.de/10002927976
Saved in:
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