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~subject:"Credit risk"
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Credit risk
Theorie
152
Theory
150
Optionspreistheorie
135
Option pricing theory
133
Stochastic process
54
Stochastischer Prozess
54
Volatility
48
Volatilität
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44
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39
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37
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Hedging
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32
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Kreditrisiko
29
Börsenkurs
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25
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25
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Schätzung
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United States
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20
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Financial market
19
Measurement
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Messung
19
Statistical distribution
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Statistische Verteilung
19
Risikomanagement
16
Risk management
16
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14
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12
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English
29
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Madan, Dilip B.
16
Schoutens, Wim
14
Jönsson, Henrik
9
Unal, Haluk
5
Bakshi, Gurdip S.
4
Cariboni, Jessica
3
Eberlein, Ernst
3
Güntay, Levent
3
Corcuera, José Manuel
2
De Spiegeleer, Jan
2
Fang, Fang
2
Gehrig, Thomas
2
Heynderickx, Wouter
2
Oosterlee, Cornelis W.
2
Smits, Bert F.
2
Zhang, Frank Xiaoling
2
Asmussen, Søren
1
Barbachan, José Santiago Fajardo
1
Campolongo, Francesca
1
Davis, Mark
1
Fajardo, José
1
GUILLAUME, FLORENCE
1
JACOBS, PHILIPPE
1
Joossens, Elisabeth
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Madan, Dilip
1
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1
Pistorius, Martijn
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Conference on Pricing the Risks of Deposit Insurance <2002, Washington, DC>
1
Federal Deposit Insurance Corporation <Washington, DC>
1
Financial Institutions Center, Wharton School of Business
1
The Wharton Financial Institutions Center
1
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Journal of banking & finance
3
Robert H. Smith School Research Paper
3
Finance and economics discussion series
2
Review of derivatives research
2
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Center for Financial Institutions Working Papers
1
Credit risk : models, derivatives, and management
1
Financial markets, institutions & instruments
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Journal of Banking & Finance
1
Journal of financial services research : JFSR
1
Journal of risk
1
Review of Derivatives Research
1
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The journal of computational finance
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Wiley financy series
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ECONIS (ZBW)
28
RePEc
4
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1
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1
Modeling and monitoring risk acceptability in markets : the case of the credit default swap market
Madan, Dilip B.
- In:
Journal of banking & finance
47
(
2014
),
pp. 63-73
Persistent link: https://www.econbiz.de/10010506505
Saved in:
2
Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank Xiaoling
- In:
Credit risk : models, derivatives, and management
,
(pp. 155-180)
.
2008
Persistent link: https://www.econbiz.de/10003718458
Saved in:
3
Pricing reinsurance contracts on FDIC losses
Madan, Dilip B.
;
Unal, Haluk
- In:
Financial markets, institutions & instruments
17
(
2008
)
3
,
pp. 225-247
Persistent link: https://www.econbiz.de/10003738791
Saved in:
4
Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank Xiaoling
- In:
The journal of business : B
79
(
2006
)
4
,
pp. 1955-1987
Persistent link: https://www.econbiz.de/10003378503
Saved in:
5
Pricing to acceptability : with applications to valuation of one’s own credit risk
Eberlein, Ernst
;
Gehrig, Thomas
;
Madan, Dilip B.
- In:
Journal of risk
15
(
2012/13
)
1
,
pp. 91-120
Persistent link: https://www.econbiz.de/10009657963
Saved in:
6
Pricing equity default swaps under the CGMY Lévy model
Asmussen, Søren
(
contributor
);
Madan, Dilip B.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003093868
Saved in:
7
Special issue on pricing the risks of deposit insurance : [papers presented at a Conference on Pricing the Risks of Deposit Insurance, cosponsored by the Federal Deposit Insurance...
Madan, Dilip B.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001850744
Saved in:
8
Pricing the risks of default
Madan, Dilip B.
;
Unal, Haluk
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 121-160
Persistent link: https://www.econbiz.de/10001497930
Saved in:
9
Pricing the risk of recovery in default with APR violation
Unal, Haluk
(
contributor
);
Madan, Dilip B.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685954
Saved in:
10
Recovery in default risk modeling : theoretical foundations and empirical applications
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank
-
2001
Persistent link: https://www.econbiz.de/10001613473
Saved in:
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