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Entwicklungen im Kreditportfoliomanagement der Banken
Bluhm, Christian; Mussil, Walter - In: Gesamtbanksteuerung und Bankcontrolling : …, (pp. 39-62). 2007
Persistent link: https://www.econbiz.de/10003497110
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Messung und Management des Kreditrisikos im Retail-Bereich
Paul, Stephan; Stein, Stefan; Kaltofen, Daniel - In: Basel II und MaRisk : regulatorische Vorgaben, …, (pp. 199 - 233). 2007
Persistent link: https://www.econbiz.de/10014557350
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Copulas, goodness-of-fit tests and measurement of stochastic dependencies before and during the financial crisis
Grundke, Peter; Dieckmann, Simone - In: Operations research proceedings 2010 : selected papers …, (pp. 105-110). 2011
Persistent link: https://www.econbiz.de/10009270873
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The role of Asian Credit Default Swap index in portfolio risk management
Liu, Jianxu; Chatchai Khiewngamdee; Songsak Sriboonchitta - In: Robustness in econometrics, (pp. 435-447). 2017
Persistent link: https://www.econbiz.de/10011801781
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An overview on copula function methods in credit portfolio modelling
Li, David - In: The definitive guide to CDOs : market, application, …, (pp. 39-71). 2008
Persistent link: https://www.econbiz.de/10003918640
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Cross asset portfolio derivatives
Höcht, Stephan; Scherer, Matthias; Seegerer, Philip - In: Alternative investments and strategies : credit, …, (pp. 175-197). 2010
Persistent link: https://www.econbiz.de/10008655203
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Stochastic frontier model in financial econometrics : a copula-based approach
Phachongchit Tibprasorn; Kittawit Autchariyapanitkul; … - In: Robustness in econometrics, (pp. 575-586). 2017
Persistent link: https://www.econbiz.de/10011801882
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Credit risk modelling and estimation via elliptical copulae
Schmidt, Rafael - In: Credit risk : measurement, evaluation and management ; …, (pp. 267-289). 2003
Persistent link: https://www.econbiz.de/10002002400
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Pricing credit derivatives with a copula-based actuarial model for credit risk
Masala, Giovanni; Menzietti, Massimiliano; Micocci, Marco - In: The credit derivatives handbook : global perspectives, …, (pp. 95-119). 2008
Persistent link: https://www.econbiz.de/10003748408
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Correlated default processes : a criterion-based copula approach
Das, Sanjiv R.; Geng, Gary - In: Credit risk : models, derivatives, and management, (pp. 347-375). 2008
Persistent link: https://www.econbiz.de/10003718543