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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Kreditsicherung"
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Kreditsicherung
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Andersen, Leif B. G.
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Das, Sanjiv R.
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Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of credit risk : published quarterly by Incisive Media
Discussion papers / CEPR
14
Journal of banking & finance
14
Journal of securities operations & custody
14
International journal of theoretical and applied finance
11
Journal of financial economics
11
CFS working paper series
8
Journal of financial stability
8
Journal of money, credit and banking : JMCB
8
NBER working paper series
8
Research paper series / Swiss Finance Institute
8
The credit derivatives handbook : global perspectives, innovations, and market drivers
8
Die Bank
7
Working paper series / European Central Bank
7
ECB Working Paper
6
IMF working papers
6
Williams College Economics Department working paper series
6
BIS working papers
5
Credit reporting systems and the international economy
5
Discussion paper / Center for Economic Research, Tilburg University
5
Discussion paper / Centre for Economic Policy Research
5
Economic theory : official journal of the Society for the Advancement of Economic Theory
5
Finance and economics discussion series
5
Journal of economic dynamics & control
5
Swiss Finance Institute Research Paper
5
The journal of finance : the journal of the American Finance Association
5
The journal of financial market infrastructures
5
Working paper / National Bureau of Economic Research, Inc.
5
Working paper series
5
Bank of Finland research discussion papers
4
Consultative document
4
Discussion paper
4
FEDS Working Paper
4
IMES discussion paper series
4
International journal of financial engineering
4
Journal of economic theory
4
NBER Working Paper
4
SAFE working paper
4
Staff working papers / Bank of England
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ECONIS (ZBW)
14
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1
An integrated model for hybrid securities
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
- In:
Management science : journal of the Institute for …
53
(
2007
)
9
,
pp. 1439-1451
Persistent link: https://www.econbiz.de/10003563464
Saved in:
2
Treatment of double default effects within the granularity adjustment for Basel II
Ebert, Sebastian
;
Lütkebohmert-Holtz, Eva
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
1
,
pp. 3-33
Persistent link: https://www.econbiz.de/10009010639
Saved in:
3
Optimal structuring of collateralized debt obligation contracts : an optimization approach
Veremyer, Alexander
;
Tsyurmasto, Peter
;
Uryasev, Stan
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 133-155
Persistent link: https://www.econbiz.de/10009700459
Saved in:
4
Markov chain Monte Carlo estimation of default and recovery : dependent vial the latent systematic factor
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
3
,
pp. 40-76
Persistent link: https://www.econbiz.de/10010239244
Saved in:
5
Default risk of money-market fund portfolios
Bansal, Matulya
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
Saved in:
6
CDO rating methodology : some thoughts on model risk and its implications
Fender, Ingo
;
Kiff, John
- In:
The journal of credit risk : published quarterly by …
1
(
2005
)
3
,
pp. 37-58
Persistent link: https://www.econbiz.de/10003198815
Saved in:
7
CDO pricing with factor models : survey and comments
Andersen, Leif B. G.
;
Sidenius, Jakob
- In:
The journal of credit risk : published quarterly by …
1
(
2005
)
3
,
pp. [71]-88
Persistent link: https://www.econbiz.de/10003198839
Saved in:
8
Analytical solutions for the expected loss of a collateralized loan : a square root intensity process negatively correlated with collateral value
Yamashita, Satoshi
;
Yoshiba, Toshinao
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
2
,
pp. 27-44
Persistent link: https://www.econbiz.de/10009781088
Saved in:
9
Development and validation of credit scoring models
Glennon, Dennis C.
;
Kiefer, Nicholas Maximilian
; …
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
3
,
pp. 41-101
Persistent link: https://www.econbiz.de/10003782250
Saved in:
10
Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
Saved in:
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