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Konversionsfaktoren für Future-Kontrakte auf ausfallrisikobehaftete Anleihen
Düllmann, Klaus - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001700889
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Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R.; Rutkowski, Marek - 2002
Persistent link: https://www.econbiz.de/10001621020
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Pricing credit linked financial instruments : theory and empirical evidence
Schmid, Bernd - 2002
Persistent link: https://www.econbiz.de/10001632772
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Aspects of term structure modelling : implementation and default risk
Schlögl, Lutz - 2001
Persistent link: https://www.econbiz.de/10001576732
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Modellierung und Bewertung von Kreditrisiken
Grundke, Peter - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001754364
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Pricing derivative credit risk
Ammann, Manuel - 1998
Persistent link: https://www.econbiz.de/10000674017
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Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A. - 2008
Persistent link: https://www.econbiz.de/10003765886
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Financial derivatives in theory and practice
Hunt, P. J.; Hunt, Phil J.; Kennedy, Joanne E. - 2000
Persistent link: https://www.econbiz.de/10000648852
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The multivariate option iPoD framework : assessing systemic financial risk
Matros, Philipp; Vilsmeier, Johannes - 2014
We derive multivariate risk-neutral asset distributions for major US financial institutions (FIs) using option implied marginal risk-neutral asset distributions (RNDs) and probabilities of default (PoDs). The multivariate densities are estimated by combining the entropy approach, dynamic copulas...
Persistent link: https://www.econbiz.de/10010405480