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~institution:"Hong Kong Monetary Authority"
~institution:"International Center for Financial Asset Management and Engineering"
~institution:"Springer Fachmedien Wiesbaden"
~subject:"Risk measure"
~subject:"Theory"
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On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
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contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
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2
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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3
Downside-orientiertes Portfoliomanagement
Reichling, Peter
;
Schulze, Gordon
-
2017
Persistent link: https://www.econbiz.de/10011629137
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Assessing risk assessment : towards alternative risk measures for complex financial systems
Hoffmann, Christian Hugo
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2017
Persistent link: https://www.econbiz.de/10011736979
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Backtesting value at risk and expected shortfall
Roccioletti, Simona
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2016
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1st ed. 2016
Persistent link: https://www.econbiz.de/10011411468
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Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian
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2016
Persistent link: https://www.econbiz.de/10011432076
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Stresstests für das bankbetriebliche Liquiditätsrisiko : Analyse im Licht von Basel III und der europäischen Bankenunion
Thomas, Christian
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2015
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Aufl. 2015
Persistent link: https://www.econbiz.de/10011305789
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Zur aufsichtsrechtlichen Berücksichtigung des Kreditrisikos : eine Analyse gegenwärtiger und möglicher künftiger Regulierungsvorschriften
Berg, Susen Claire
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2019
Persistent link: https://www.econbiz.de/10011923252
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Stochastische Szenariosimulation in der Unternehmenspraxis : Risikomodellierung, Fallstudien, Umsetzung in R
Romeike, Frank
;
Stallinger, Manfred
-
2021
Persistent link: https://www.econbiz.de/10012497664
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