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~subject:"Kreditrisiko"
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Kreditrisiko
Theorie
37
Theory
37
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26
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24
Volatilität
24
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17
Risk measure
17
Estimation
14
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Makroökonomik
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Microstructure Noise
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Realized Variance
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Risikoprämie
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English
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Yoshiba, Toshinao
8
Yamashita, Satoshi
5
Fabozzi, Frank J.
2
Giacometti, Rosella
2
Ieda, Akira
2
Marumo, Kouhei
2
Tsuchida, Naoshi
2
Adachi, Tetsuya
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Nihon Ginkō / Kinʼyū Kenkyūjo
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IMES discussion paper series
4
IMES discussion paper series / Englische Ausgabe
2
Asia-Pacific financial markets
1
Journal of international money and finance
1
Monetary and economic studies
1
The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
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1
The ICA-based factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
-
2015
Persistent link: https://www.econbiz.de/10011375946
Saved in:
2
Factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
- In:
Journal of international money and finance
65
(
2016
),
pp. 1-23
Persistent link: https://www.econbiz.de/10011668394
Saved in:
3
Analytical solutions for expected and unexpected losses with an additional loan
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2007
Persistent link: https://www.econbiz.de/10003606900
Saved in:
4
Analytical solution for expected loss of a collateralized loan : a square-root intensity process negatively correlated with collateral value
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2010
Persistent link: https://www.econbiz.de/10003982620
Saved in:
5
Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2011
Persistent link: https://www.econbiz.de/10009377393
Saved in:
6
Analytical solutions for expected loss and standard deviation of loss with an additional loan
Yamashita, Satoshi
;
Yoshiba, Toshinao
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 113-132
Persistent link: https://www.econbiz.de/10011377519
Saved in:
7
A simplified method for calculating the credit risk of lending portfolios
Ieda, Akira
;
Marumo, Kouhei
;
Yoshiba, Toshinao
-
2000
Persistent link: https://www.econbiz.de/10001479160
Saved in:
8
A simplified method for calculating the credit risk of lending portfolios
Ieda, Akira
;
Marumo, Kouhei
;
Yoshiba, Toshinao
- In:
Monetary and economic studies
18
(
2000
)
2
,
pp. 49-82
Persistent link: https://www.econbiz.de/10001539610
Saved in:
9
Analytical solutions for the expected loss of a collateralized loan : a square root intensity process negatively correlated with collateral value
Yamashita, Satoshi
;
Yoshiba, Toshinao
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
2
,
pp. 27-44
Persistent link: https://www.econbiz.de/10009781088
Saved in:
10
Wrong-way risk in credit valuation adjustment of credit default swap with copulas
Adachi, Tetsuya
;
Sueshige, Takumi
;
Yoshiba, Toshinao
-
2019
Persistent link: https://www.econbiz.de/10013448467
Saved in:
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