An application of the CreditRisk + model

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Bibliographische Detailangaben
Veröffentlicht in:	Credit risk
1. Verfasser:	Rempel-Oberem, Thomas (VerfasserIn)
Weitere Verfasser:	Klingeler, Rainer (VerfasserIn), Martin, Peter (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2003
Schlagworte:	Aufsatz im Buch
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Titel	Jahr	Verfasser
Basel II in the DaimlerChrysler Bank	2003	Heidelbach, Christoph
Kendall's tau for elliptical distributions	2003	Lindskog, Filip
Exploring credit data	2003	Müller, Marlene
Internal ratings for corporate clients	2003	Schäl, Ingo
Sovereign risk in a structural approach : evaluating sovereign ability-to-pay and probability of default	2003	Karmann, Alexander
An application of the CreditRisk + model	2003	Rempel-Oberem, Thomas
Credit risk modelling and estimation via elliptical copulae	2003	Schmidt, Rafael
Stable non-Gaussian credit risk model; the cognity approach	2003	Racheva-Jotova, Borjana
Approaches to credit risk in the new Basel Capital Accord	2003	Benzin, Arne
Systematic risk in homogeneous credit portfolios	2003	Bluhm, Christian
Valuation of a credit default swap: the stable non-Gaussian versus the Gaussian approach	2003	D'Souza, Dylan
An extreme analysis of VaRs for emerging market benchmark bonds	2003	Kiesel, Rüdiger
Default probabilities in structured commodity finance	2003	Kluge, Daniel
Finding constrained downside risk-return efficient credit portfolio structures hybrid multi-objective evolutionary computation	2003	Schlottmann, Frank
Credit risk models in practice - a review	2003	Trück, Stefan