Numerical techniques for determining portfolio credit risk

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Bibliographische Detailangaben
Veröffentlicht in:	CreditRisk+ in the banking industry
1. Verfasser:	Merino, Sandro (VerfasserIn)
Weitere Verfasser:	Nyfeler, Mark (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2004
Schlagworte:	Aufsatz im Buch
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Verfasser
Basics of credit risk+	2004	Gundlach, Volker Matthias
Capital allocation with CreditRisk+	2004	Tasche, Dirk
Numerically stable computation of CreditRisk+	2004	Haaf, Hermann
Enhanced CreditRisk+	2004	Giese, Götz
Dependent sectors and extension to incorporate market risk	2004	Reiß, Oliver
Risk factor transformations relating CreditRisk+ and CreditMetrics	2004	Wieczerkowski, Christian
Saddlepoint approximation	2004	Gordy, Michael B.
An analytic approach to rating transitions	2004	Binnenhei, Carsten
Econometric methods for sector analysis	2004
Estimation of sector weights from real-world data	2004	Lesko, Michael
Numerical techniques for determining portfolio credit risk	2004	Merino, Sandro
Dependent risk factors	2004	Giese, Götz
Pricing and hedging of structured credit derivatives	2004	Hellmich, Martin
Fourier inversion techniques for CreditRisk+	2004	Reiß, Oliver
Incorporating default correlations and severity variations	2004	Akkaya, Nese
Integrating rating migrations	2004	Bröker, Frank
Risk-return analysis of credit portfolios	2004
Some remarks on the analysis of asset-backed securities	2004	Kluge, Daniel