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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
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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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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
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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
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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
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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
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Systematic Risk of Cdos and Cdo Arbitrage
Hamerle, Alfred - 2016
Persistent link: https://www.econbiz.de/10012989251