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~isPartOf:"Finanzmarkt und Portfolio-Management"
~isPartOf:"Journal of banking & finance"
~person:"Albrecht, Peter"
~person:"Perraudin, William R. M."
~person:"Platen, Eckhard"
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A Simple Credit Risk Model wit...
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Albrecht, Peter
Perraudin, William R. M.
Platen, Eckhard
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Finanzmarkt und Portfolio-Management
Journal of banking & finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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1
On the consistency of ratings and bond market yields
Perraudin, William R. M.
;
Taylor, Alex P.
- In:
Journal of banking & finance
28
(
2004
)
11
,
pp. 2769-2788
Persistent link: https://www.econbiz.de/10002361926
Saved in:
2
Regulatory and "economic" solvency standards for internationally active banks
Jackson, Patricia
;
Perraudin, William R. M.
;
Saporta, …
- In:
Journal of banking & finance
26
(
2002
)
5
,
pp. 953-976
Persistent link: https://www.econbiz.de/10001665095
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3
The estimation of transition matrices for sovereign credit ratings
Hu, Yen-ting
;
Kiesel, Rudiger
;
Perraudin, William R. M.
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1383-1406
Persistent link: https://www.econbiz.de/10001688520
Saved in:
4
Regulatory implications of credit risk modelling
Jackson, Patricia
;
Perraudin, William R. M.
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001432940
Saved in:
5
Stability of rating transitions
Nickell, Pamela
;
Perraudin, William R. M.
;
Varotto, Simone
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 203-227
Persistent link: https://www.econbiz.de/10001432952
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6
Special issue: credit risk modelling and regulatory issues
Jackson, Patricia
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001435669
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7
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
8
Shortfall-Performance rollierender Wertsicherungsstrategien
Albrecht, Peter
- In:
Finanzmarkt und Portfolio-Management
9
(
1995
)
2
,
pp. 197-209
Persistent link: https://www.econbiz.de/10001221845
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