//--> //--> //-->
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
~language:"eng"
~source:"als-doc"
~subject:"Bank risk"
~subject:"Kopula <Mathematik>"
~subject:"Theorie"
~subject:"Zinsstruktur"
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:"Kreditrisiko"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Bank risk
Kopula <Mathematik>
Theorie
Zinsstruktur
Kreditrisiko
125
Risikomanagement
16
risk management
16
Ausfallrisiko
13
Bank
10
Basel II
10
Basler Eigenkapitalvereinbarung <2001>
10
Liquidität
10
Portfoliomanagement
10
portfolio management
10
Spread
9
Value at Risk
9
Kreditderivat
8
Swap
8
credit derivates
8
Default Correlations
7
Korrelation
7
Bewertung
6
Rating
6
Anleihe
5
Banking Crisis
5
Portfolio Selection
5
Risikoverteilung
5
Bonität
4
Copulas
4
Finanzkrise
4
Preisbildung
4
Strukturiertes Finanzprodukt
4
pricing
4
validity
4
Bonität Rating
3
Diversification gains
3
Diversifikation
3
Economic statistics
3
Hedge Fund
3
Kapitalstruktur
3
Kreditmarkt
3
Marktrisiko
3
Regulierung
3
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
German
1
Author
All
Walder, Roger
1
Published in...
All
Arbeitspapiere
1
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
1
Source
All
USB Cologne (business full texts)
ECONIS (ZBW)
7,105
EconStor
92
USB Cologne (EcoSocSci)
2
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Interactions between Market and Credit Risk: Modeling the Joint Dynamics of Default-free and Defaultable Bond Term Structures
Walder, Roger
-
2002
This paper develops a model and estimate simultaneously the joint dynamics of default-free and defaultable bond term structures.
Persistent link: https://www.econbiz.de/10005843342
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->