Introduction.
- Published in:
- Economic Notes, 2002, v. 31, n. 2, p. 197, doi. 10.1111/1468-0300.00051
- By:
- Publication type:
- Article
Works matching IS 03915026 AND DT 2002 AND VI 31 AND IP 2
Results: 9
1
2
Managing Credit Risk: A Challenge for the New Millennium.
- Published in:
- Economic Notes, 2002, v. 31, n. 2, p. 201, doi. 10.1111/1468-0300.00084
- By:
- Publication type:
- Article
3
Bank and Business Performance Measurement.
- Published in:
- Economic Notes, 2002, v. 31, n. 2, p. 215, doi. 10.1111/1468-0300.00085
- By:
- Publication type:
- Article
4
An Extended Analytical Approach to Credit Risk Management.
- Published in:
- Economic Notes, 2002, v. 31, n. 2, p. 237, doi. 10.1111/1468-0300.00086
- By:
- Publication type:
- Article
5
Basic Insights in Pricing Basket Credit Derivatives.
- Published in:
- Economic Notes, 2002, v. 31, n. 2, p. 255, doi. 10.1111/1468-0300.00087
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- Publication type:
- Article
6
Risk Management Using Quasi–static Hedging.
- Published in:
- Economic Notes, 2002, v. 31, n. 2, p. 277, doi. 10.1111/1468-0300.00088
- By:
- Publication type:
- Article
7
Principal Component Models for Generating Large GARCH Covariance Matrices.
- Published in:
- Economic Notes, 2002, v. 31, n. 2, p. 337, doi. 10.1111/1468-0300.00089
- By:
- Publication type:
- Article
8
Stochastic Models of Implied Volatility Surfaces.
- Published in:
- Economic Notes, 2002, v. 31, n. 2, p. 361, doi. 10.1111/1468-0300.00090
- By:
- Publication type:
- Article
9
Expected Shortfall: A Natural Coherent Alternative to Value at Risk.
- Published in:
- Economic Notes, 2002, v. 31, n. 2, p. 379, doi. 10.1111/1468-0300.00091
- By:
- Publication type:
- Article