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~isPartOf:"Journal of risk management in financial institutions"
~person:"Altman, Edward I."
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Bond"
~subject:"Kreditrisiko"
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Altman, Edward I.
Jarrow, Robert A.
Schulte-Mattler, Hermann
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Journal of risk management in financial institutions
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
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Credit risk models and management
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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
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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
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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Finance and stochastics
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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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International journal of theoretical and applied finance
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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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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
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Risk management : the state of the art
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The North American journal of economics and finance : a journal of theory and practice
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The credit market handbook : advanced modeling issues
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The journal of business : B
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A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
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