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Risiko
Kreditrisiko
85
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70
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57
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39
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35
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27
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Rösch, Daniel
9
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7
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3
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3
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2
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ECONIS (ZBW)
15
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1
Arbitrage pricing theory und empirische Bestimmung von fundamentalen und makroökonomischen Risikofaktoren an Kapitalmärkten
Hamerle, Alfred
-
1996
Persistent link: https://www.econbiz.de/10000959332
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2
Empirische Identifikation von Wertpapierrisiken : Faktoren-, Arbitrage- und Gleichgewichtsmodelle im Vergleich
Rösch, Daniel
-
1998
Persistent link: https://www.econbiz.de/10000990847
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3
CDOs versus Anleihen: Risikoprofile im Vergleich : Rating von CDO-Tranchen
Hamerle, Alfred
;
Jobst, Rainer
;
Schropp, Hans-Jochen
- In:
Risiko-Manager
(
2008
)
22
,
pp. 1,8-14
Persistent link: https://www.econbiz.de/10003770221
Saved in:
4
Incorporating prediction and estimation risk in point-in-time credit portfolio models
Hamerle, Alfred
;
Knapp, Michael
;
Liebig, Thilo
; …
-
2005
Persistent link: https://www.econbiz.de/10003313001
Saved in:
5
Integrating macroeconomic risk factors into credit portfolio models
Hamerle, Alfred
;
Dartsch, Andreas
;
Jobst, Rainer
; …
- In:
The journal of risk model validation
5
(
2011
)
2
,
pp. 3-24
Persistent link: https://www.econbiz.de/10009356832
Saved in:
6
Correlation, smile, volatility skew, and systematic risk sensitivity of tranches
Hamerle, Alfred
;
Igl, Andreas
;
Plank, Kilian
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 9-27
Persistent link: https://www.econbiz.de/10009671109
Saved in:
7
Hazardraten-Modelle in den Wirtschafts- und Sozialwissenschaften
Blossfeld, Hans-Peter
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
73
(
1989
)
3
,
pp. 213-238
Persistent link: https://www.econbiz.de/10001076052
Saved in:
8
Systematic Risk of Cdos and Cdo Arbitrage
Hamerle, Alfred
-
2016
Persistent link: https://www.econbiz.de/10012989251
Saved in:
9
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
Saved in:
10
Dynamic implied correlation modeling and forecasting in structured finance
Löhr, Sebastian
;
Mursajew, Olga
;
Rösch, Daniel
; …
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 994-1023
Persistent link: https://www.econbiz.de/10010255106
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