Narrow search
Showing 1 - 10 of 693,172
Cover Image
Scoreverfahren für die Kreditrisikomessung unter Berücksichtigung der Abhängigkeit von Ausfallereignissen
Wania, Robert - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003504044
Cover Image
Kreditportfoliomodellierung : Abhängigkeiten zwischen Ausfallwahrscheinlichkeit, Verlustrate und Forderungshöhe
Eckert, Johanna - 2016 - 1. Aufl. 2016
Modellierung der Abhängigkeiten zwischen Ausfall, Verlustrate und Forderungshöhe bei Ausfall mit Faktoren und Copulae … untersucht. Der Inhalt Modellierung der Abhängigkeiten zwischen Ausfall, Verlustrate und Forderungshöhe bei Ausfall mit Faktoren …
Persistent link: https://www.econbiz.de/10014018364
Cover Image
Kreditportfoliomodellierung : Abhängigkeiten zwischen Ausfallwahrscheinlichkeit, Verlustrate und Forderungshöhe
Eckert, Johanna - 2016 - 1. Aufl. 2016
Persistent link: https://www.econbiz.de/10011411449
Cover Image
Concentration risk in credit portfolios : with 19 tables
Lütkebohmert-Holtz, Eva; Lütkebohmert, Eva - 2009
Persistent link: https://www.econbiz.de/10003752832
Cover Image
On the dynamics of credit risk : an econometric analysis
Posch, Peter N. - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003480512
Cover Image
Komplexität und hybride quantitativ-evolutionäre Ansätze im Kreditportfoliorisikomanagement
Schlottmann, Frank - 2003
Persistent link: https://www.econbiz.de/10001913918
Cover Image
Risk Management in Credit Portfolios : Concentration Risk and Basel II
Hibbeln, Martin - 2010
Credit Risk Measurement in the Context of Basel II -- Concentration Risk in Credit Portfolios and Its Treatment Under … Basel II -- Model-Based Measurement of Name Concentration Risk in Credit Portfolios -- Model-Based Measurement of Sector … for the measurement of concentration risk are modified to be consistent with Basel II and their performance is compared …
Persistent link: https://www.econbiz.de/10013522876
Cover Image
Risk management in credit portfolios : concentration risk and Basel II
Hibbeln, Martin - 2010
Persistent link: https://www.econbiz.de/10008771418
Cover Image
Empirical Asset Pricing Models : Data, Empirical Verification, and Model Search
Jeng, Jau-Lian - 2018
This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. Particular emphasis is placed on the verification of essential factors and features for asset returns through model search approaches, in...
Persistent link: https://www.econbiz.de/10012397321
Cover Image
Empirical asset pricing models : data, empirical verification, and model search
Jeng, Jau-Lian - 2018 - [1st edition 2018]
This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. Particular emphasis is placed on the verification of essential factors and features for asset returns through model search approaches, in...
Persistent link: https://www.econbiz.de/10011813101