//--> //--> //-->
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
~person:"McNeil, Alexander"
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
Risk Management for Derivative...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
3
Language
All
Undetermined
3
Author
All
McNeil, Alexander
Frey, Rüdiger
89
Stremme, Alexander
9
Patie, Pierre
7
Sin, Carlos A.
7
Sommer, Daniel
7
Runggaldier, Wolfgang J.
6
Schmidt, Thorsten
6
McNeil, Alexander J.
5
Embrechts, Paul
4
Backhaus, Jochen
3
FREY, RÜDIGER
3
Hledik, Juraj
3
Colaneri, Katia
2
Damian, Camilla
2
Eksi, Zehra
2
Mcneil, Alexander J.
2
Nyfeler, Mark
2
Popp, Monika
2
Runggaldier, Wolfgang
2
Rösler, Lars
2
Seydel, Roland C.
2
Weber, Stefan
2
Wunderlich, Ralf
2
BACKHAUS, JOCHEN
1
Bordag, Ljudmila A.
1
Cissé, Mamadou
1
GABIH, ABDELALI
1
Gabih, Abdelali
1
Herbertsson, Alexander
1
Jarrow, Robert A.
1
Kurt, Kevin
1
Loeffen, Ronnie L.
1
Lu, Dan
1
RÖSLER, LARS
1
Sass, Jörn
1
Schütze, Stephan
1
Srapionyan, Anna
1
Szolgyenyi, Michaela
1
Tanré, Etienne
1
more ...
less ...
Published in...
All
Risk : managing risk in the world's financial markets
3
Source
All
OLC EcoSci
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cutting edge classic from October 2001. Credit risk - Copulas and credit models - Latent variable models of default are used extensively both in internal credit rating methodologie...
Frey, Rüdiger
;
McNeil, Alexander
;
Nyfeler, Mark
- In:
Risk : managing risk in the world's financial markets
49
(
2012
),
pp. 90-94
Persistent link: https://www.econbiz.de/10010012863
Saved in:
2
Credit risk: Copulas and credit models - Using the copula formalism, the authors demonstrate that latent variable models of default are badly specified using default correlation an...
Frey, Rüdiger
;
McNeil, Alexander
;
Nyfeler, Mark
- In:
Risk : managing risk in the world's financial markets
14
(
2001
)
10
,
pp. 111-114
Persistent link: https://www.econbiz.de/10007040652
Saved in:
3
BOOK REVIEW The ABC of QRM - Quantitative Risk Management: Concepts, Techniques and Tools
McNeil, Alexander
;
Frey, Rüdiger
;
Embrechts, Paul
- In:
Risk : managing risk in the world's financial markets
19
(
2006
)
3
,
pp. 65
Persistent link: https://www.econbiz.de/10007221922
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->