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The journal of credit risk : published quarterly by Incisive Media

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London: Infopro Digital, 2004- ; London: Incisive Media, anfangs / 1.2004/05 -
Lehmann, Christoph [Author]

Modellierung der Abhängigkeitsstruktur von Ausfallkörben : eine Betrachtung für den Spezialfall des Duo-Baskets

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Dresden: Technische Universität Dresden, Fakultät Wirtschaftswissenschaften, 25. Februar 2016

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 62
Duffie, Darrell [Author]

Measuring corporate default risk - [1. publ.]

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Oxford [u.a.]: Oxford Univ. Press, 2011

Published in: Clarendon lectures in finance
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Ausfallrisiko

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2008

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 48
Huschens, Stefan [Author]

Dreizehn Korrelationen in Kreditrisikomodellen

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2004

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 41
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Confidence intervals for correlations in the asymptotic single risk factor model

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2009

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 50
Tavakoli, Janet M. [Author]

Credit derivatives : a guide to instruments and applications

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New York; Weinheim [u.a.]: Wiley, 1998

Published in: Wiley series in financial engineering
Tillich, Daniel [Author]; Lehmann, Christoph [Author]

Estimation in discontinuous Bernoulli mixture models applicable in credit rating systems with dependent data

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Dresden: Technische Universität Dresden, Fakultät Wirtschaftswissenschaften, August 30, 2016

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 66
Bitner, Richard [Author]

Confessions of a subprime lender : an insider's tale of greed, fraud, and ignorance

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Hoboken, NJ: Wiley, c 2008
Hanker, Peter [Editor]

Management von Marktpreis- und Ausfallrisiken : Instrumente und Strategien zur Risikominimierung in Banken

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Wiesbaden: Gabler, 1998
Pape, Ulrich [Author] ; Schlecker, Matthias [Other]

Analyse von Credit Spreads in Abhängigkeit des risikofreien Referenzzinssatzes

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Berlin: ESCP Europe, 2010

Published in: ESCP Europe Business School: ESCP Europe working paper ; 54
Brigo, Damiano [Author] ; Morini, Massimo [Other]; Pallavicini, Andrea [Other]

Counterparty credit risk, collateral and funding : with pricing cases for all asset classes

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Chichester, West Sussex: Wiley & Sons Inc, 2013

Published in: Wiley finance
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Confidence intervals for asset correlations in the asymptotic single risk factor model

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2011

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 54
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2010

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 51
Tillich, Daniel [Author]

Risikomaßzahlen für Kreditportfoliotranchen

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2010

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 52
Das, Satyajit [Editor]

Credit derivatives : trading & management of credit & default risk

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Singapore [u.a.]: Wiley, 1998

Published in: Wiley frontiers in finance
Saunders, Anthony [Author]; Allen, Linda [Author]

Credit risk measurement in and out of the financial crisis : new approaches to value at risk and other paradigms - [3. ed.]

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Hoboken, N.J.: Wiley, c 2010

Published in: Wiley finance series
Caouette, John B. [Other]; Altman, Edward I. [Other]; Narayanan, Paul [Other]; Nimmo, Robert [Other]

Managing credit risk : the great challenge for global financial markets - [2. ed.]

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Hoboken, NJ: Wiley, c 2008

Published in: Wiley finance series
Lando, David [Author]

Credit risk modeling : theory and applications

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Princeton, NJ [u.a.]: Princeton Univ. Press, 2004

Published in: Princeton series in finance
Duffie, Darrell [Author]; Singleton, Kenneth J. [Author]

Credit risk : pricing, measurement, and management

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Princeton, NJ [u.a.]: Princeton Univ. Press, 2003

Published in: Princeton series in finance

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