//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematics of operations research"
~person:"Capponi, Agostino"
~person:"Jarrow, Robert A."
~subject:"Derivative"
~subject:"Incomplete information"
~subject:"Kreditsicherung"
~subject:"Risk measure"
~subject:"Swap"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Worst-Case Analysen des Ausfal...
Similar by subject
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Incomplete information
Kreditsicherung
Risk measure
Swap
Credit risk
4
Kreditrisiko
4
Theorie
4
Theory
4
Portfolio selection
3
Portfolio-Management
3
credit risk
2
Cost of capital
1
Credit
1
Dynamic programming
1
Dynamische Optimierung
1
HJB equations
1
Hamilton-Jacobi-Bellman equation
1
Insolvency
1
Insolvenz
1
Kapitalkosten
1
Kredit
1
Liquidity constraint
1
Liquiditätsbeschränkung
1
Mathematical programming
1
Mathematische Optimierung
1
Robust statistics
1
Robustes Verfahren
1
Unvollkommene Information
1
borrowing costs
1
cascading defaults
1
dynamic programming equation
1
portfolio decisions
1
recursive system
1
risk-sensitive
1
robust control
1
super-sub solution
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Capponi, Agostino
Jarrow, Robert A.
Guo, Xin
1
Heyde, Chris C.
1
Kou, Steven
1
Peng, Xianhua
1
Zeng, Yan
1
Published in...
All
Mathematics of operations research
Finance and stochastics
3
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The journal of fixed income
2
After the crash : financial crises and regulatory responses
1
Annals of Applied Probability, Forthcoming
1
Annual review of financial economics
1
Credit risk models and management
1
Finance and economics discussion series
1
Johnson School Research Paper Series
1
Journal of empirical finance
1
Journal of financial services research : JFSR
1
Journal of monetary economics
1
Journal of risk management in financial institutions
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Working paper // Research program / School of Business, Queen's University
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Credit risk models with incomplete information
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematics of operations research
34
(
2009
)
2
,
pp. 320-332
Persistent link: https://www.econbiz.de/10003870282
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->