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~person:"Kurt, Kevin"
~person:"Rösler, Lars"
~subject:"Kreditrisiko"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Kreditrisiko
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Markov modulated affine models
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bilateral credit value adjustment
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Kurt, Kevin
Rösler, Lars
Frey, Rüdiger
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Runggaldier, Wolfgang J.
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International journal of theoretical and applied finance
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Journal of banking & finance
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ECONIS (ZBW)
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How safe are european safe bonds? : an analysis from the perspective of modern credit risk models
Frey, Rüdiger
;
Kurt, Kevin
;
Damian, Camilla
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012521283
Saved in:
2
Contagion effects and collateralized credit value adjustments for credit default swaps
Frey, Rüdiger
;
Rösler, Lars
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498864
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