Narrow search
Showing 1 - 10 of 18,487
Cover Image
A new approach for an integrated credit and market risk measurement of interest rate swap portfolios
Hatgioannides, John; Petropoulos, George - In: Journal / The Capco Institute : journal of financial … 25 (2009), pp. 107-112
Persistent link: https://www.econbiz.de/10003905883
Cover Image
Pricing credit linked financial instruments : theory and empirical evidence
Schmid, Bernd - 2002
Persistent link: https://www.econbiz.de/10001632772
Cover Image
Credit risk pricing models : theory and practice
Schmid, Bernd - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001786486
Cover Image
A Mellin transform approach to the pricing of options with default risk
Choi, Sun-Yong; Sotheara Veng; Kim, Jeong-Hoon; Yoon, Ji-Hun - In: Computational economics 59 (2022) 3, pp. 1113-1134
Persistent link: https://www.econbiz.de/10013169229
Cover Image
Optimal trading and tax option value of defaultable bonds with asymmetric capital gain taxes
Chen, Peter Huaiyu; Liu, Sheen X.; Wu, Chunchi - In: Advances in Pacific Basin business, economics, and finance 7 (2019), pp. 27-62
Persistent link: https://www.econbiz.de/10012582240
Cover Image
Portfolio selection with transaction costs under expected shortfall contraints
Breuer, Thomas; Jandačka, Martin - In: Computational Management Science : CMS 5 (2008) 4, pp. 305-316
Persistent link: https://www.econbiz.de/10003758293
Cover Image
Interaction of market and credit risk : an analysis of inter-risk correlation and risk aggregation
Böcker, Klaus; Hillebrand, Martin - In: Journal of risk 11 (2008/09) 4, pp. 3-29
Persistent link: https://www.econbiz.de/10003881601
Cover Image
Inherent risk : credit and market risks
Haron, Abdullah; Hock, John Lee Hin - In: Islamic finance : the regulatory challenge, (pp. 94-120). 2007
Persistent link: https://www.econbiz.de/10003440741
Cover Image
Credit risk management
Nason, Rick - In: Enterprise risk management : [today's leading research …, (pp. 261-278). 2010
Persistent link: https://www.econbiz.de/10003942161
Cover Image
Assess the impact of asset price shocks on the banking system
Fang-Ying, Yuan - In: Quantitative financial risk management, (pp. 15-28). 2011
Persistent link: https://www.econbiz.de/10009301457