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~isPartOf:"Journal of risk management in financial institutions"
~person:"Capponi, Agostino"
~person:"Jarrow, Robert A."
~subject:"Derivative"
~subject:"Incomplete information"
~subject:"Kreditsicherung"
~subject:"Risk measure"
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Capponi, Agostino
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Journal of risk management in financial institutions
Finance and stochastics
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International journal of theoretical and applied finance
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Journal of banking & finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Annals of Applied Probability, Forthcoming
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Annual review of financial economics
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Credit risk models and management
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Finance and economics discussion series
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Johnson School Research Paper Series
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Journal of economic dynamics & control
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Journal of empirical finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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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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