//--> //--> //-->
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
~subject:"Stochastischer Prozess"
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:"credit risk models"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Kreditrisiko
26
Credit risk
24
credit risk models
20
Credit risk models
13
Theorie
12
Theory
11
Credit rating
10
Kreditwürdigkeit
10
Structural credit risk models
8
Financial services
7
Finanzdienstleistung
7
Insolvency
6
Insolvenz
6
Portfolio-Management
6
Risikomanagement
6
Risk management
6
Optionspreistheorie
5
Portfolio selection
5
structural credit risk models
5
Credit Risk Models
4
Option pricing theory
4
Structural Credit Risk Models
4
Basel Accord
3
Basler Akkord
3
Credit portfolio management
3
Default correlations
3
Financial crisis
3
ICAS
3
Internal Ratings Based approach
3
Kapitalstruktur
3
Kreditderivat
3
Macroeconomic risk
3
Pricing of loans
3
Risikomaß
3
Risikoprämie
3
Risk premium
3
Stochastic process
3
Value-at-Risk
3
Volatility
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Barone, Gaia
1
Horst, Enrique ter
1
Lütkebohmert-Holtz, Eva
1
Malone, Samuel
1
Matchie, Lydienne
1
Rodriguez, Abel
1
Published in...
All
International journal of theoretical and applied finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The journal of credit risk : published quarterly by Incisive Media
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
2
Bayesian inference for a structural credit risk model with stochastic volatility and stochastic interest rates
Rodriguez, Abel
;
Horst, Enrique ter
;
Malone, Samuel
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 839-867
Persistent link: https://www.econbiz.de/10011417815
Saved in:
3
Value-at-risk computations in stochastic volatility models using second-order weak approximation schemes
Lütkebohmert-Holtz, Eva
;
Matchie, Lydienne
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010363958
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->