- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
In: Digital Finance, 5, S. 689-716
- Classification
-
Wirtschaft
- Event
-
Veröffentlichung
- (where)
-
Augsburg
- (who)
-
Universität Augsburg
- (when)
-
2023
- Event
-
Veröffentlichung
- (where)
-
Berlin
- (who)
-
Springer
- (when)
-
2023
- Creator
-
Jakob, Kevin
Churt, Johannes
Fischer, Matthias
Nolte, Kim
Okhrin, Yarema
Sondermann, Dirk
Wilke, Stefan
Worbs, Thomas
- DOI
-
10.1007/s42521-023-00097-7
- URN
-
urn:nbn:de:bvb:384-opus4-1097909
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:22 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Jakob, Kevin
- Churt, Johannes
- Fischer, Matthias
- Nolte, Kim
- Okhrin, Yarema
- Sondermann, Dirk
- Wilke, Stefan
- Worbs, Thomas
- Universität Augsburg
- Springer
Time of origin
- 2023
Other Objects (12)
Credit portfolio modelling with elliptically contoured distributions : approximation, pricing, dynamisation
Forecasting Credit Portfolio Risk
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Tails of credit default portfolios
Multi-period credit portfolio selection
Multi-period credit portfolio selection
Modelling correlations in portfolio credit risk
Stress testing of real credit portfolios
Modelling Correlations in Portfolio Credit Risk
Modelling correlations in credit portfolio risk II
Praxisbezogenes Kreditrisikomanagement mit Sparkassen-CreditPortfolioView
Credit portfolio modelling with elliptically contoured distributions : approximation, pricing, dynamisation
Forecasting Credit Portfolio Risk
Forecasting credit portfolio risk
Capital for concentrated credit portfolios
Tails of credit default portfolios
Multi-period credit portfolio selection
Multi-period credit portfolio selection
Modelling correlations in portfolio credit risk
Stress testing of real credit portfolios
Modelling Correlations in Portfolio Credit Risk
Modelling correlations in credit portfolio risk II
Praxisbezogenes Kreditrisikomanagement mit Sparkassen-CreditPortfolioView
Credit portfolio modelling with elliptically contoured distributions : approximation, pricing, dynamisation
Forecasting Credit Portfolio Risk
Forecasting credit portfolio risk
Capital for concentrated credit portfolios
Tails of credit default portfolios
Multi-period credit portfolio selection
Multi-period credit portfolio selection
Modelling correlations in portfolio credit risk
Stress testing of real credit portfolios
Modelling Correlations in Portfolio Credit Risk
Modelling correlations in credit portfolio risk II