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Advanced financial risk management : tools and techniques for integrated credit risk and interest rate risk management
Deventer, Donald R. van; Imai, Kenji; Mesler, Mark - 2005
Persistent link: https://www.econbiz.de/10002383480
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The handbook of structured finance
Servigny, Arnaud de (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003361570
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Bonitätsanalyse im Firmenkundengeschäft : Handbuch Risikomanagement und Rating
Grunwald, Egon; Grunwald, Stephan - 2001 - 2., aktualisierte, überarb. und erw. Aufl
Persistent link: https://www.econbiz.de/10001601536
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Risk management and capital adequacy
Gallati, Reto R. - 2003
Persistent link: https://www.econbiz.de/10001702728
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Handbuch MaK : Organisation, Risikoklassifizierung, Kreditbepreisung
Eller, Roland (ed.); Gruber, Walter (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001724879
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Das Firmenkundengeschäft - ein Wertvernichter? : Beiträge zum Münsteraner Top-Management-Seminar
Rolfes, Bernd (ed.); Dreyer, Karl-Joachim (contributor) - 2001
Persistent link: https://www.econbiz.de/10001614280
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An introduction to credit risk modeling
Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph - 2003
Persistent link: https://www.econbiz.de/10001674383
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Restructuring counterparty credit risk
Albanese, Claudio; Brigo, Damiano; Oertel, Frank - 2013
We introduce an innovative theoretical framework for the valuation and replication of derivative transactions between defaultable entities based on the principle of arbitrage freedom. Our framework extends the traditional formulations based on credit and debit valuation adjustments (CVA and...
Persistent link: https://www.econbiz.de/10009739564