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Credit default swap prices as risk indicators of listed German banks
Düllmann, Klaus; Sosinska, Agnieszka - In: Financial markets and portfolio management 21 (2007) 3, pp. 269-292
Persistent link: https://www.econbiz.de/10007798825
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Exotic options: pas as you go options : compounds and instalments
Tompkins, Robert G.; Sosinska, Agnieszka - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 49 (2001) 5, pp. 366-376
Persistent link: https://www.econbiz.de/10007610805
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A Tractable Model to Measure Sector Concentration Risk in Credit Portfolios
Düllmann, Klaus; Masschelein, Nancy - In: Journal of financial services research : JFSR 32 (2007) 1, pp. 55-80
Persistent link: https://www.econbiz.de/10007864111
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Systemic risk contributions: A credit portfolio approach
Puzanova, Natalia; Düllmann, Klaus - In: Journal of banking & finance 37 (2013) 4, pp. 1243-1257
Persistent link: https://www.econbiz.de/10010074001