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~subject:"Kreditrisiko"
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Kreditrisiko
Risk measure
7,529
Risikomaß
7,509
Theorie
3,673
Theory
3,671
Portfolio selection
2,824
Portfolio-Management
2,823
Risikomanagement
2,266
Risk management
2,223
Risk
2,119
Risiko
2,114
Messung
1,184
Measurement
1,165
Statistical distribution
1,139
Statistische Verteilung
1,139
Estimation
1,104
Schätzung
1,103
ARCH model
1,025
ARCH-Modell
1,025
Volatilität
992
Volatility
988
Forecasting model
915
Prognoseverfahren
915
Capital income
786
Kapitaleinkommen
786
Credit risk
611
Bank risk
561
Bankrisiko
561
Outliers
497
Ausreißer
495
Basel Accord
495
Basler Akkord
495
Schätztheorie
493
Estimation theory
492
Financial crisis
469
Finanzkrise
468
Stochastischer Prozess
468
Stochastic process
466
Multivariate Verteilung
464
Multivariate distribution
464
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Free
171
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166
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Article
367
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256
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322
Aufsatz in Zeitschrift
322
Graue Literatur
130
Non-commercial literature
130
Arbeitspapier
114
Working Paper
114
Aufsatz im Buch
43
Book section
43
Hochschulschrift
33
Thesis
22
Collection of articles of several authors
11
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11
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7
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6
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5
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5
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3
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3
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2
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2
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1
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1
Bibliography included
1
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1
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1
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1
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1
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English
559
German
64
Italian
1
Spanish
1
Undetermined
1
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Allen, David E.
19
Powell, Robert
12
Fermanian, Jean-David
9
Huschens, Stefan
9
Rösch, Daniel
7
Saunders, Anthony
7
Scaillet, Olivier
7
Düllmann, Klaus
6
Farkas, Walter
6
McAleer, Michael
6
Scheule, Harald
6
Adrian, Tobias
5
Allen, Linda
5
Altman, Edward I.
5
Bernard, Carole
5
De Jonghe, Olivier
5
Duellmann, Klaus
5
Fischer, Matthias
5
Gouriéroux, Christian
5
Grundke, Peter
5
Koch Medina, Pablo
5
Kupiec, Paul H.
5
Rüschendorf, Ludger
5
Shin, Hyun Song
5
Singh, Abhay Kumar
5
Sironi, Andrea
5
Vanduffel, Steven
5
Brady, Brooks
4
Chang, Chia-Lin
4
Huang, Zhenzhen
4
Härdle, Wolfgang
4
Höse, Steffi
4
Lee, Yong Woong
4
Lucas, André
4
Munari, Cosimo
4
Neisen, Martin
4
Resti, Andrea
4
Roszbach, Kasper
4
Röth, Stefan
4
Stahl, Gerhard
4
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International Center for Financial Asset Management and Engineering
2
Basel Committee on Banking Supervision
1
Berliner Wissenschafts-Verlag
1
Books on Demand GmbH <Norderstedt>
1
National Bureau of Economic Research
1
Palgrave Macmillan <Firma>
1
Springer Fachmedien Wiesbaden
1
Springer-Verlag GmbH
1
UVK Verlagsgesellschaft mbH
1
Uni-Taschenbücher GmbH
1
Universität Heidelberg / Wirtschaftswissenschaftliche Fakultät
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Wiley-VCH
1
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Journal of banking & finance
22
The journal of credit risk : published quarterly by Incisive Media
19
Journal of risk
12
The journal of risk model validation
12
Journal of risk management in financial institutions
11
Risks : open access journal
11
Insurance / Mathematics & economics
10
Discussion paper / Tinbergen Institute
8
Journal of financial services research : JFSR
8
Discussion paper / Deutsche Bundesbank
7
European journal of operational research : EJOR
7
Journal of international financial markets, institutions & money
7
School of Accounting, Finance and Economics & FEMARC working paper series
7
Dresdner Beiträge zu quantitativen Verfahren
6
Economic modelling
6
International journal of theoretical and applied finance
6
Research paper series / Swiss Finance Institute
6
Wiley finance series
6
Discussion paper
5
Finance research letters
5
International journal of economics and financial issues : IJEFI
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of structured finance
5
Bundesbank Series 2 Discussion Paper
4
Finance and stochastics
4
Journal of financial stability
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
BIS working papers
3
Computational economics
3
European financial management : the journal of the European Financial Management Association
3
HKIMR Working Paper
3
HKIMR working paper
3
International journal of forecasting
3
International review of financial analysis
3
Journal of economic dynamics & control
3
Journal of financial regulation and compliance : an international journal
3
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
3
Springer eBook Collection
3
SpringerLink / Bücher
3
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Source
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ECONIS (ZBW)
614
USB Cologne (EcoSocSci)
9
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1
Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform
Hao, Xuemiao
;
Li, Xuan
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 103-110
Persistent link: https://www.econbiz.de/10011422882
Saved in:
2
Pricing vulnerable claims in a Lévy-driven model
Capponi, Agostino
;
Pagliarani, Stefano
;
Vargiolu, Tiziano
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 755-789
Persistent link: https://www.econbiz.de/10010413669
Saved in:
3
A structural approach to default modelling with pure jump processes
Aguilar, Jean-Philippe
;
Pesci, Nicolas
;
James, Victor
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 48-78
Persistent link: https://www.econbiz.de/10012625981
Saved in:
4
Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process
Palmowski, Z.
;
Budhi Arta Surya
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012294093
Saved in:
5
Valuation of mortgages by using Lévy models
Chiang, Shu Ling
;
Tsai, Ming-shann
- In:
Journal of real estate research : JRER ; a publication …
46
(
2024
)
1
,
pp. 25-54
Persistent link: https://www.econbiz.de/10014582188
Saved in:
6
External risk measures and Basel accords
Kou, Steven
;
Peng, Xianhua
;
Heyde, Chris C.
- In:
Mathematics of operations research
38
(
2013
)
3
,
pp. 393-417
Persistent link: https://www.econbiz.de/10009787381
Saved in:
7
The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel
;
Zanjani, George
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
Saved in:
8
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
9
Measuring the diversification of a loan portfolio
Tourin, Agnès
- In:
International journal of bonds and derivatives
4
(
2020
)
2
,
pp. 104-113
Persistent link: https://www.econbiz.de/10012505156
Saved in:
10
Credit risk measurement : new approaches to value at risk and other paradigms
Saunders, Anthony
-
1999
Persistent link: https://www.econbiz.de/10000682884
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