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Non-parametric methods for credit risk analysis : neural networks and recursive partitioning techniques
Peat, Maurice - In: Advances in credit risk modelling and corporate …, (pp. 137-153). 2008
Persistent link: https://www.econbiz.de/10003751507
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Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David; Scaillet, Olivier - In: Journal of banking & finance 29 (2005) 4, pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
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Understanding default risk through nonparametric intensity estimation
Couderc, Fabien (contributor) - 2005
Persistent link: https://www.econbiz.de/10003074107
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Four essays in event analysis with applications in finance and insurance
Fledelius, Peter - 2004
Persistent link: https://www.econbiz.de/10002732471
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On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Renault, Olivier; Scaillet, Olivier - In: Journal of banking & finance 28 (2004) 12, pp. 2915-2931
Persistent link: https://www.econbiz.de/10002410710
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On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Renault, Olivier; Scaillet, Olivier - 2003
Persistent link: https://www.econbiz.de/10001764671
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Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David; Scaillet, Olivier - 2003
Persistent link: https://www.econbiz.de/10001807607
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Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David; Scaillet, Olivier - 2003
Persistent link: https://www.econbiz.de/10001812434
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On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460