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Copula dynamics in CDOs
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Credit risk
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Chapman & Hall/CRC financial mathematics series
SFB 649 Discussion Paper
189
SFB 649 discussion paper
186
Discussion papers of interdisciplinary research project 373
57
SFB 649 Discussion Papers
57
IRTG 1792 Discussion Paper
50
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
37
CORE discussion paper : DP
30
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22
IRTG 1792 discussion paper
15
Applied quantitative finance
11
Journal of econometrics
9
Econometric theory
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Discussion paper / Center for Economic Research, Tilburg University
7
SFB 373 Discussion Paper
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Universitext
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Quantitative finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Frankfurt School - Working Paper Series
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International journal of theoretical and applied finance
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Journal of financial econometrics
3
Journal of forecasting
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Kredit und Kapital
3
Statistical tools for finance and insurance
3
The European journal of finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
CFS Working Paper Series
2
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
2
DIW Discussion Papers
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Digital finance : smart data analytics, investment innovation, and financial technology
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An introduction to credit risk modeling
Bluhm, Christian
;
Overbeck, Ludger
;
Wagner, Christoph
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2003
Persistent link: https://www.econbiz.de/10001674383
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Structured credit portfolio analysis, baskets & CDOs
Bluhm, Christian
;
Overbeck, Ludger
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2007
Persistent link: https://www.econbiz.de/10003350857
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