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~isPartOf:"International journal of theoretical and applied finance"
~person:"Altman, Edward I."
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Bond"
~subject:"Kreditrisiko"
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Asset-Backed Securities
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Conditional Central Limit Theorem
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Altman, Edward I.
Jarrow, Robert A.
Brigo, Damiano
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Jeanblanc, Monique
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Rutkowski, Marek
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Bielecki, Tomasz R.
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Schmidt, Thorsten
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International journal of theoretical and applied finance
Journal of banking & finance
10
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
9
The journal of credit risk : published quarterly by Incisive Media
4
The journal of fixed income
3
Annual review of financial economics
2
Credit risk models and management
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
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Finance research letters
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International journal of banking, accounting and finance
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Journal of financial management, markets and institutions
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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Abacus : a journal of accounting, finance and business studies
1
Advances in credit risk modelling and corporate bankruptcy prediction
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Annals of Applied Probability, Forthcoming
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BIS working papers
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Credit risk : models, derivatives, and management
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Credit risk assessment and relationship lending
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Economics and business review
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Emerging market capital flows : proceedings of a conference held at the Stern School of Business, New York Univ. on May 23-24, 1996
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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Finance and stochastics
1
Frontiers in credit risk : concepts and techniques for applied credit risk measurement
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GLO discussion paper
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Global finance journal
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of financial engineering
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Journal of financial services research : JFSR
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Journal of risk management in financial institutions
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Managing and measuring risk : emerging global standards and regulation after the financial crisis
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Mathematics of operations research
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NYU Stern School of Business
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Rassegna economica : rivista internazionale di economia e territorio
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Review of finance : journal of the European Finance Association
1
Risk management : the state of the art
1
The North American journal of economics and finance : a journal of theory and practice
1
The credit market handbook : advanced modeling issues
1
The journal of business : B
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Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
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