Narrow search
Showing 1 - 5 of 5
Cover Image
Dynamic risk model for CMO with credit tranching
Parnes, Dror - In: International journal of financial engineering 2 (2015) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10011493318
Cover Image
Approximating default probabilities with soft information
Parnes, Dror - In: The journal of credit risk : published quarterly by … 8 (2012) 1, pp. 3-28
Persistent link: https://www.econbiz.de/10009539248
Cover Image
Modeling operational risk for good and bad bank loans
Parnes, Dror - In: The journal of operational risk 7 (2012) 4, pp. 43-67
Persistent link: https://www.econbiz.de/10009701791
Cover Image
A credit value adjustment scheme for bank loan portfolios
Parnes, Dror - In: The journal of credit risk : published quarterly by … 10 (2014) 2, pp. 39-68
Persistent link: https://www.econbiz.de/10010385999
Cover Image
Determining the economic value of ambiguous loan portfolios
Parnes, Dror - In: Finance research letters 13 (2015), pp. 148-154
Persistent link: https://www.econbiz.de/10011552459