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Leippold, Markus
19
Vanini, Paolo
6
Blöchlinger, Andreas
4
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4
Trojani, Fabio
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2
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Journal of banking & finance
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OLC EcoSci
ECONIS (ZBW)
156
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1
Economic benefit of powerful credit scoring
Blöchlinger, Andreas
;
Leippold, Markus
- In:
Journal of banking & finance
30
(
2006
)
3
,
pp. 851-874
Persistent link: https://www.econbiz.de/10005878513
Saved in:
2
A New Goodness-of-Fit Test for Event Forecasting and Its Application to Credit Defaults
Blöchlinger, Andreas
;
Leippold, Markus
- In:
Management science : journal of the Institute for …
57
(
2011
)
3
,
pp. 487-506
Persistent link: https://www.econbiz.de/10008878378
Saved in:
3
Arbitrage-free credit pricing using default probabilities and risk sensitivities
Blöchlinger, Andreas
- In:
Journal of banking & finance
35
(
2011
)
2
,
pp. 268-282
Persistent link: https://www.econbiz.de/10008769671
Saved in:
4
Validation of Default Probabilities
Blöchlinger, Andreas
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
5
,
pp. 1089-1124
Persistent link: https://www.econbiz.de/10010072160
Saved in:
5
Optimal credit limit management under different information regimes
Leippold, Markus
;
Vanini, Paolo
;
Ebnoether, Silvan
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 463-488
Persistent link: https://www.econbiz.de/10005878632
Saved in:
6
Trend derivatives: Pricing, hedging, and application to executive stock options
Leippold, Markus
;
Syz, Jürg
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 151-186
Persistent link: https://www.econbiz.de/10007391726
Saved in:
7
Equilibrium impact of value-at-risk regulation
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
Journal of economic dynamics & control
30
(
2006
)
8
,
pp. 1277-1314
Persistent link: https://www.econbiz.de/10007286122
Saved in:
8
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models
Leippold, Markus
;
Wiener, Zvi
- In:
Review of derivatives research
7
(
2004
)
3
,
pp. 213-240
Persistent link: https://www.econbiz.de/10005925702
Saved in:
9
Das Standardverfahren zur Eigenmittelunterlegung : Analyse der Wahlmöglichkeiten
Leippold, Markus
;
Jovic, Dean
- In:
Finanzmarkt und Portfolio-Management
13
(
1999
)
3
,
pp. 260-290
Persistent link: https://www.econbiz.de/10006095596
Saved in:
10
Numerische Methoden in der Optionspreistheorie : Monte Carlo und Quasi-Monte Carlo Methoden
Leippold, Markus
- In:
Finanzmarkt und Portfolio-Management
11
(
1997
)
2
,
pp. 179-197
Persistent link: https://www.econbiz.de/10006099516
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