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Quantification of spread risk by means of historical simulation
Frisch, Christoph; Knöchlein, Germar - In: Applied quantitative finance : theory and computational …, (pp. 51-83). 2002
Persistent link: https://www.econbiz.de/10001749973
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Rating migrations
Höse, Steffi; Huschens, Stefan; Wania, Robert - In: Applied quantitative finance : theory and computational …, (pp. 87-110). 2002
Persistent link: https://www.econbiz.de/10001749976
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Sensitivity analysis of credit portfolio models
Kiesel, Rüdiger; Kleinow, Torsten - In: Applied quantitative finance : theory and computational …, (pp. 111-124). 2002
Persistent link: https://www.econbiz.de/10001749980
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Multivariate volatility models
Fengler, Matthias R.; Herwartz, Helmut - In: Applied quantitative finance : theory and computational …, (pp. 221-236). 2002
Persistent link: https://www.econbiz.de/10001749997
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A simple state space model of house prices
Schulz, Rainer; Werwatz, Axel - In: Applied quantitative finance : theory and computational …, (pp. 283-307). 2002
Persistent link: https://www.econbiz.de/10001750007