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~person:"Broll, Udo"
~person:"Korn, Olaf"
~person:"McAleer, Michael"
~subject:"Kreditrisiko"
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Search: subject:"Derivat <Wertpapier>"
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Kreditrisiko
Derivat
77
Derivative
77
Hedging
44
Theorie
44
Theory
44
Risikomanagement
23
Risk management
23
Option pricing theory
14
Optionspreistheorie
14
Commodity derivative
13
Rohstoffderivat
13
Volatility
12
Volatilität
12
Credit risk
10
Estimation
9
Option trading
9
Optionsgeschäft
9
Portfolio selection
9
Portfolio-Management
9
Risiko
9
Risk
9
Schätzung
9
Risikoprämie
8
Risk premium
8
Bank
7
Stochastic process
7
Stochastischer Prozess
7
Basel Accord
6
Basler Akkord
6
Risikomaß
6
Risk measure
6
Börsenkurs
5
Decision under uncertainty
5
Entscheidung unter Unsicherheit
5
Futures exchange
5
Risikoaversion
5
Risk aversion
5
Share price
5
Statistical distribution
5
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5
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Article
5
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Arbeitspapier
5
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5
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5
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5
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5
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5
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English
6
German
4
Author
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Broll, Udo
Korn, Olaf
McAleer, Michael
Brigo, Damiano
16
Capponi, Agostino
13
Crépey, Stéphane
12
Wang, Xingchun
12
Bielecki, Tomasz R.
10
Fabozzi, Frank J.
10
Pallavicini, Andrea
10
Rudolph, Bernd
9
Welzel, Peter
9
Calice, Giovanni
8
Lipton, Alexander
8
Mayordomo, Sergio
8
Schönbucher, Philipp J.
8
Wagner, Wolf
8
Cont, Rama
7
Gong, Feixue
7
Gündüz, Yalın
7
O'Kane, Dominic
7
Phelan, Gregory
7
Bo, Lijun
6
Burghof, Hans-Peter
6
Choudhry, Moorad
6
Duffie, Darrell
6
Gregory, Jon
6
Ioannidis, Christos
6
Paddrik, Mark
6
Schweimayer, Gerhard
6
Struffert, Ralf
6
Stulz, René M.
6
Young, H. Peyton
6
Acharya, Viral V.
5
Ammann, Manuel
5
Biais, Bruno
5
Bomfim, Antúlio N.
5
Das, Sanjiv R.
5
Gałkiewicz, Dominika
5
Gouriéroux, Christian
5
Heider, Florian
5
Henke, Sabine
5
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Institution
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Universität Augsburg / Institut für Volkswirtschaftslehre
4
Published in...
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Volkswirtschaftliche Diskussionsreihe
4
Schmalenbach business review : sbr
2
Arbeitspapiere der Fakultät für Wirtschaftswissenschaften / Universität Paderborn
1
Economics and business review
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
1
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ECONIS (ZBW)
10
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1
Risk sharing markets and hedging a loan portfolio: a note
Broll, Udo
;
Guo, Xu
;
Welzel, Peter
- In:
Economics and business review
3
(
2017
)
4
,
pp. 47-54
Persistent link: https://www.econbiz.de/10011795807
Saved in:
2
Managing credit risk with credit and macro derivatives
Broll, Udo
(
contributor
);
Schweimayer, Gerhard
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001838232
Saved in:
3
Risikomanagement mit Kreditoptionen
Broll, Udo
(
contributor
);
Welzel, Peter
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727222
Saved in:
4
Bankrisiko und Risikosteuerung mit Derivaten
Broll, Udo
(
contributor
);
Welzel, Peter
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001693182
Saved in:
5
Credit risk and credit derivatives in banking
Broll, Udo
(
contributor
);
Welzel, Peter
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001693183
Saved in:
6
Managing credit risk with credit derivatives
Broll, Udo
;
Gilroy, Bernard Michael
;
Lukas, Elmar
-
2005
Persistent link: https://www.econbiz.de/10003141795
Saved in:
7
Managing credit risk with credit and macro derivatives
Broll, Udo
;
Schweimayer, Gerhard
;
Welzel, Peter
- In:
Schmalenbach business review : sbr
56
(
2004
)
4
,
pp. 360-378
Persistent link: https://www.econbiz.de/10002343850
Saved in:
8
Discussion of "Managing credit risk with credit and macro derivatives"
Hartmann-Wendels, Thomas
- In:
Schmalenbach business review : sbr
56
(
2004
)
4
,
pp. 379-381
Persistent link: https://www.econbiz.de/10002343855
Saved in:
9
Kreditderivate und Risikomanagement
Broll, Udo
;
Welzel, Peter
- In:
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt …
56
(
2003
)
15
,
pp. 840-843
Persistent link: https://www.econbiz.de/10001775855
Saved in:
10
Bankrisiko und Risikosteuerung mit Derivaten
Broll, Udo
;
Welzel, Peter
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
32
(
2003
)
9
,
pp. 506-510
Persistent link: https://www.econbiz.de/10001784069
Saved in:
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