//--> //--> //-->
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:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Frye, Jon"
~person:"Gouriéroux, Christian"
~person:"Maciag, Jakob"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
6
Kreditrisiko
6
Theorie
4
Theory
4
Bank lending
2
Basel Accord
2
Basler Akkord
2
Forecasting model
2
Kreditgeschäft
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
Correlation
1
Derivat
1
Derivative
1
Financial services
1
Finanzdienstleistung
1
Insolvency
1
Insolvenz
1
Korrelation
1
Loss
1
Measurement
1
Messung
1
Multivariate Verteilung
1
Multivariate distribution
1
OTC market
1
OTC-Handel
1
Option pricing theory
1
Optionspreistheorie
1
Qualitative Methode
1
Qualitative method
1
Stochastic process
1
Stochastischer Prozess
1
Verlust
1
asymptotic single risk factor (ASRF) model
1
copula
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Frye, Jon
Gouriéroux, Christian
Maciag, Jakob
Altman, Edward I.
4
Westerfeld, Simone
3
Zhao, Xinlei
3
Andersen, Leif B. G.
2
Breeden, Joseph L.
2
Canals-Cerdá, José J.
2
Charlin, Ventura
2
Chen, Heng Z.
2
Chi, Guotai
2
Cifuentes, Arturo
2
Farinelli, Simone
2
Fischer, Matthias
2
Glennon, Dennis C.
2
Jakob, Kevin
2
Kiefer, Nicholas Maximilian
2
Larson, C. Erik
2
Löderbusch, Matthias
2
Lütkebohmert-Holtz, Eva
2
Monfort, Alain
2
Morkoetter, Stefan
2
Poon, Ser-Huang
2
Pykhtin, Michael
2
Qi, Min
2
Sabato, Gabriele
2
Wilson, Nicholas
2
Yamashita, Satoshi
2
Zhang, Yan
2
Aas, Kjersti
1
Abedin, Mohammad Zoynul
1
Acar, Sarp Kaya
1
Ahmadi, Abbas
1
Alanis, Emmanuel
1
Alexandre, Michel
1
Anagnostou, Ioannis
1
Anand, Arsh
1
Andersson, Andreas
1
Andersson, Patrik
1
more ...
less ...
Published in...
All
The journal of credit risk : published quarterly by Incisive Media
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Journal of banking & finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Documents de travail / Banque de France
2
Journal of econometrics
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Financial engineering
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of risk
1
L' Actualité économique : revue trimest.
1
Managing and measuring risk : emerging global standards and regulation after the financial crisis
1
Research paper series / Swiss Finance Institute
1
Review of finance : journal of the European Finance Association
1
Swiss Finance Institute Research Paper
1
Tools and techniques
1
Working Paper / Ecole des Hautes Etudes Commerciales, Risk Management Chair
1
Working papers / TSE : WP
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Granularity in a qualitative factor model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
4
,
pp. 29-61
Persistent link: https://www.econbiz.de/10003927492
Saved in:
2
Correlation and asset correlation in the structural portfolio model
Frye, Jon
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
2
,
pp. 75-96
Persistent link: https://www.econbiz.de/10003749334
Saved in:
3
Credit loss and systematic loss given default
Frye, Jon
;
Jacobs, Michael <Jr.>
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
1
,
pp. 109-140
Persistent link: https://www.econbiz.de/10009539228
Saved in:
4
Stochastic loss given default and exposure at default in a structural model of portfolio credit risk
Kaposty, Florian
;
Löderbusch, Matthias
;
Maciag, Jakob
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 95-123
Persistent link: https://www.econbiz.de/10011670772
Saved in:
5
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
6
A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob
;
Löderbusch, Matthias
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 37-74
Persistent link: https://www.econbiz.de/10012041612
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->