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~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~subject:"Credit risk"
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Search: subject:"Kreditrisiko"
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Credit risk
Kreditrisiko
65
Theorie
40
Theory
40
Insolvency
12
Insolvenz
12
Derivat
10
Derivative
10
Yield curve
10
Zinsstruktur
10
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9
Kreditderivat
9
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Credit rating
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6
Option pricing theory
6
Optionspreistheorie
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Basel Accord
5
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5
Risiko
5
Risikomanagement
5
Risikoprämie
5
Risk
5
Risk management
5
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5
Schätztheorie
5
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4
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English
63
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Gouriéroux, Christian
Jarrow, Robert A.
Ongena, Steven
100
Acharya, Viral V.
60
Lucas, André
58
Altman, Edward I.
51
Peydró, José-Luis
50
Rösch, Daniel
50
Agarwal, Sumit
46
Koopman, Siem Jan
43
Schuermann, Til
43
Saunders, Anthony
41
Gambacorta, Leonardo
40
Brigo, Damiano
39
Capponi, Agostino
38
Giesecke, Kay
38
Fabozzi, Frank J.
36
Hasan, Iftekhar
36
Scheule, Harald
36
Schwaab, Bernd
35
Monfort, Alain
34
Caporale, Guglielmo Maria
33
Gilchrist, Simon
33
Longstaff, Francis A.
31
Tang, Dragon Yongjun
31
Duffie, Darrell
30
Roesch, Daniel
30
Jiménez, Gabriel
29
Krahnen, Jan Pieter
29
Renne, Jean-Paul
29
Shin, Hyun Song
29
Tarashev, Nikola A.
29
Allen, David E.
28
Berger, Allen N.
28
Jokivuolle, Esa
28
Hamerle, Alfred
27
Mayordomo, Sergio
27
Memmel, Christoph
27
Santos, João A. C.
27
He, Zhiguo
26
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Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Journal of banking & finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
The journal of fixed income
3
Credit risk models and management
2
Documents de travail / Banque de France
2
International journal of theoretical and applied finance
2
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2
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2
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2
Review of derivatives research
2
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2
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1
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Annual review of financial economics
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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1
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The credit market handbook : advanced modeling issues
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
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ECONIS (ZBW)
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61
Equidependence in qualitative and duration models with application to credit risk
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742494
Saved in:
62
The intersection of market and credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001432993
Saved in:
63
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
Saved in:
64
Credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
-
1995
Persistent link: https://www.econbiz.de/10000985913
Saved in:
65
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
;
Lando, David
;
Turnbull, Stuart M.
-
1994
Persistent link: https://www.econbiz.de/10000904137
Saved in:
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