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Extreme financial risks : from dependence to risk management

Malevergne, Yannick; Sornette, Didier - 2006

Persistent link: https://www.econbiz.de/10003042066

Modelling, estimating and validating multidimensional distribution functions : with applications to risk management

Junker, Markus (contributor) - 2003

Persistent link: https://www.econbiz.de/10002658954

Risikomanagement für Corporate Bonds : Modellierung von Spreadrisiken im Investment-Grade-Bereich

Wingenroth, Thorsten - 2004

Persistent link: https://www.econbiz.de/10001851056

CreditRisk+ in the banking industry

Gundlach, Matthias (ed.) - 2004

CreditRisk+ is an important and widely implemented default- mode model of portfolio credit risk, based on a methodology from acturial mathematics. This book gives an account of the status quo as well as new and recent developments of the credit risk model CreditRisk+, which is widespread in...