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~subject:"Kreditrisiko"
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Kreditrisiko
Theorie
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237
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English
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Fabozzi, Frank J.
38
Giacometti, Rosella
9
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3
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Farina, G.
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2
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The Frank J. Fabozzi series
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The journal of fixed income
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Valuation, financial modeling, and quantitative tools
3
European journal of operational research : EJOR
2
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2
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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
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
4
Estimating the Joint Probability of Default using CDS and Bond Data
Pianeti, Riccardo
;
Giacometti, Rosella
;
Acerbis, Valentina
-
2011
Persistent link: https://www.econbiz.de/10009381362
Saved in:
5
Estimating the joint probability of default using credit default swap and bond data
Pianeti, Riccardo
;
Giacometti, Rosella
;
Acerbis, Valentina
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 44-58
Persistent link: https://www.econbiz.de/10009532100
Saved in:
6
Credit default swaps : implied ratings versus official ones
Castellano, Rosella
;
Giacometti, Rosella
- In:
4OR : a quarterly journal of operations research
10
(
2012
)
2
,
pp. 163-180
Persistent link: https://www.econbiz.de/10010218799
Saved in:
7
Risk attribution and interconnectedness in the EU via CDS data
Giacometti, Rosella
;
Torri, Gabriele
;
Farina, G.
;
De …
- In:
Computational management science
17
(
2020
)
4
,
pp. 549-567
Persistent link: https://www.econbiz.de/10012486984
Saved in:
8
Systemic risk attribution in the EU
Farina, G.
;
Giacometti, Rosella
;
De Giuli, Maria Elena
- In:
Journal of the Operational Research Society
70
(
2019
)
7
,
pp. 1115-1128
Persistent link: https://www.econbiz.de/10012213607
Saved in:
9
Robust and sparse banking network estimation
Torri, Gabriele
;
Giacometti, Rosella
;
Paterlini, Sandra
- In:
European journal of operational research : EJOR
270
(
2018
)
1
,
pp. 51-65
Persistent link: https://www.econbiz.de/10011868914
Saved in:
10
Municipal credit default swaps
Fabozzi, Frank J.
- In:
The handbook of municipal bonds
,
(pp. 647-655)
.
2008
Persistent link: https://www.econbiz.de/10003715152
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