Narrow search
Showing 1 - 10 of 13,095
Cover Image
Application of penalized splines method in the credit market
Yao, Zhilin - 2008
Persistent link: https://www.econbiz.de/10003738379
Cover Image
Securitization and financial markets : the implications for interest rate pass-through
Robertson, Mari L. - In: Journal of financial economic policy 8 (2016) 4, pp. 472-498
Persistent link: https://www.econbiz.de/10011697839
Cover Image
Applied quantitative finance
Härdle, Wolfgang (ed.); Hautsch, Nikolaus (ed.);  … - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003719524
Cover Image
Riding the yield curve : a variety of strategies
Bieri, David S.; Chincarni, Ludwig B. - In: The journal of fixed income 15 (2005) 2, pp. 6-35
Persistent link: https://www.econbiz.de/10003229842
Cover Image
Measuring risk in complex stochastic systems
Franke, Jürgen (ed.) - 2000
Persistent link: https://www.econbiz.de/10001464339
Cover Image
Applied quantitative finance : theory and computational tools
Härdle, Wolfgang; Stahl, Gerhard - 2002
Persistent link: https://www.econbiz.de/10001676122
Cover Image
Predicting and hedging credit portfolio risk with macroeconomic factors
Bär, Tobias - 2002
Persistent link: https://www.econbiz.de/10001649713
Cover Image
An interpretable Comprehensive Capital Analysis and Review (CCAR) neural network model for portfolio loss forecasting and stress testing
Chen, Heng Z. - In: The journal of credit risk : published quarterly by … 17 (2021) 3, pp. 141-161
Persistent link: https://www.econbiz.de/10012816950
Cover Image
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.; Squartini, T.; Kandhai, D.; Garlaschelli, D. - In: Quantitative finance 21 (2021) 9, pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Cover Image
Applied Quantitative Finance : Theory and Computational Tools
Härdle, Wolfgang - 2002
problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the …, practitioners access to new methods for their applications. The e-book design of the text links theory and computational tools in an …
Persistent link: https://www.econbiz.de/10013523096