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An overview of post-crisis term structure models
Martin, Marcus R. W.
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 85-97)
.
2018
Persistent link: https://www.econbiz.de/10012011580
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2
Definition and evaluation of basket credit derivatives and single-tranche collateralized debt obligation swaps
Martin, Marcus R. W.
;
Reitz, Stefan
;
Wehn, Carsten
- In:
The handbook of credit portfolio management
,
(pp. 277-300)
.
2009
Persistent link: https://www.econbiz.de/10003778255
Saved in:
3
A practical anatomy of incremental risk charge modeling
Martin, Marcus R. W.
;
Lutz, Helmut
;
Wehn, Carsten
- In:
The journal of risk model validation
5
(
2011
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10009356817
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4
Quota games and stability set of order d
Martin, M.
- In:
Economics letters
59
(
1998
)
2
,
pp. 145-151
Persistent link: https://www.econbiz.de/10001241453
Saved in:
5
Statistical approaches to PD validation
Blochwitz, Stefan
;
Martin, Marcus R. W.
;
Wehn, Carsten S.
- In:
The Basel II risk parameters : estimation, validation, …
,
(pp. 289-306)
.
2006
Persistent link: https://www.econbiz.de/10003376044
Saved in:
6
A practical anatomy of incremental risk charge modeling
Martin, Marcus R. W.
;
Lutz, Helmut
;
Wehn, Carsten S.
- In:
The journal of risk model validation
5
(
2011
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10009911502
Saved in:
7
On the characteristic numbers of voting games
Martin, Mathieu
;
Merlin, Vincent R.
- In:
International game theory review
8
(
2006
)
4
,
pp. 643-654
Persistent link: https://www.econbiz.de/10003429149
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8
On the likelihood of dummy players in weighted majority games
Barthélémy, Fabrice
;
Lepelley, Dominique
;
Martin, Mathieu
- In:
Social choice and welfare
41
(
2013
)
2
,
pp. 263-279
Persistent link: https://www.econbiz.de/10009756630
Saved in:
9
Social choice and cooperative game theory : voting games as social aggregation functions
Martin, Mathieu
;
Salles, Maurice
- In:
International game theory review
15
(
2013
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010126755
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10
The q-majority efficiency of positional rules
Courtin, Sébastien
;
Martin, Mathieu
;
Moyouwou, Issofa
- In:
Theory and decision : an international journal for …
79
(
2015
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10011485341
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