Jump to main content

yr 〜
yr

Search results 326

Credit risk (Mastering mathematical finance)

Credit risk (Mastering mathematical finance)
Paper図書
Marek Capinski, Tomasz Zastawniak.Cambridge University Press2017.<DF111-B99>
National Diet Library
  • Note (Content)Modelling credit risk accurately is ...... approaches to credit risk, namely struct......icing selected credit risk derivatives. Balancing rigoro...

クレジットリスク : 評価・計測・管理

クレジットリスク : 評価・計測・管理
Paper図書
D.Duffie, K.J.Singleton 著, 本多俊毅, 上村昌司 訳共立出版2009.4<DF161-J43>
National Diet LibraryOther Libraries in Japan
  • Note (General)原タイトル: Credit risk
  • Additional TitleCredit risk

A Study on Covariation and Contagion of Credit Risk using Bayesian Statistics

A Study on Covariation and Contagion of Credit Risk using Bayesian Statistics
Digital博士論文障害者向け資料あり
KATO, Kensuke2023-03-17
Available onlineNational Diet LibraryOther Libraries in Japan

Financing Decision, Credit Risk Mitigation and Financial Performance of SMEs in Malaysia

Financing Decision, Credit Risk Mitigation and Financial Performance of SMEs in Malaysia
Digital博士論文障害者向け資料あり
MOHD HAFIZ BIN BAKAR2021-03-25
National Diet Library

Advances in Credit Risk Modeling and Management

Advances in Credit Risk Modeling and Management
Digital電子書籍・電子雑誌図書
2020
Available onlineNational Diet Library

The study for the introduction of credit risk database (CRD) in the Philippines : final report

The study for the introduction of credit risk database (CRD) in the Philippines : final report
Paper図書
Japan International Cooperation Agency2019.3<DE72-D654>
National Diet Library

A study of approximations and transformations of Markov processes and their applications to credit risk analysis

A study of approximations and transformations of Markov processes and their applications to credit risk analysis
Digital博士論文障害者向け資料あり
Rusudan KevkhishviliRusudan Kevkhishvili2019
National Diet Library

The handbook of credit risk management : originating, assessing, and managing credit exposures (Wiley finance series)

The handbook of credit risk management : originating, assessing, and managing credit exposures (Wiley finance series)
Paper図書
Sylvain Bouteille, Diane Coogan-Pushner.John Wiley & Sons, Inc.[2013]<DF161-B73>
National Diet Library

Credit risk contagion and the global financial crisis (IMES discussion paper series 2012-E-15)

Credit risk contagion and the global financial crisis (IMES discussion paper series 2012-E-15)
Digital電子書籍・電子雑誌障害者向け資料あり
Institute for Monetary and Economic Studies, Bank of Japan, Azusa Takeyama, Nick Constantinou日本銀行2012-10
National Diet Library

Financial risk management : a practitioner's guide to managing market and credit risk Second edition. (The Wiley finance series)

Financial risk management : a practitioner's guide to managing market and credit risk Second edition. (The Wiley finance series)
Paper図書
Steven Allen.John Wiley & Sons, Inc.[2013]<DH211-B420>
National Diet Library
  • Contents...c options risk Credit risk Counterparty credit risk Bibliography About the compan...

Statistical credit risk models and empirical evidence for financial markets and banks in Japan

Statistical credit risk models and empirical evidence for financial markets and banks in Japan
Digital博士論文障害者向け資料あり
川田, 章広川田, 章広2015
National Diet Library

Credit risk contagion and the global financial crisis (IMES discussion paper series ; no. 2012-E-15)

Credit risk contagion and the global financial crisis (IMES discussion paper series ; no. 2012-E-15)
Paper図書
Azusa Takeyama, Nick Constantinou, Dmitri Vinogradov [著]Institute for Monetary and Economic Studies, Bank of Japan[2012]<D9-B479>
National Diet LibraryOther Libraries in Japan

Capital market and rating agencies in Asia : structuring a credit risk rating model (Asian economic and political issues)

Capital market and rating agencies in Asia : structuring a credit risk rating model (Asian economic and political issues)
Paper図書
Yoshitaka Kurosawa, editor.Nova Science Publishersc2012.<DE151-B189>
National Diet Library

Occupation time credit risk models with incomplete information

Occupation time credit risk models with incomplete information
Paper博士論文
Yi Zhou [著][Yi Zhou][2013]<UT51-2015-C577>
National Diet Library

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

Counterparty credit risk, collateral and funding : with pricing cases for all asset classes
Paper図書
Damiano Brigo, Massimo Morini, Andrea Pallavicini.Wiley, a John Wiley & Sons, Ltd., Publication[2013]<DF111-B88>
National Diet Library

Accelerated investment and credit risk under a low interest rate environment : a real options approach (IMES discussion paper series 2010-E-8)

Accelerated investment and credit risk under a low interest rate environment : a real options approach (IMES discussion paper series 2010-E-8)
Digital電子書籍・電子雑誌障害者向け資料あり
Institute for Monetary and Economic Studies, Bank of Japan, Tetsuya Yamada日本銀行2010-06
National Diet Library

Accelerated investment and credit risk under a low interest rate environment : a real options approach (IMES discussion paper series ; no.2010-E-8)

Accelerated investment and credit risk under a low interest rate environment : a real options approach (IMES discussion paper series ; no.2010-E-8)
Paper図書
Tetsuya Yamada [著]Institute for Monetary and Economic Studies Bank of Japan[2010]<D9-B358>
National Diet LibraryOther Libraries in Japan

Credit risk modeling (大阪大学金融・保険レクチャーノートシリーズ ; 02)

Credit risk modeling (大阪大学金融・保険レクチャーノートシリーズ ; 02)
Paper図書
Tomasz R.Bielecki, Monique Jeanblanc, Marek Rutkowski 著Osaka University Press2009.11<DF111-B56>
National Diet LibraryOther Libraries in Japan

Dynamic model of credit risk in relationship lending : a game-theoretic real options approach (IMES discussion paper series 2009-E-7)

Dynamic model of credit risk in relationship lending : a game-theoretic real options approach (IMES discussion paper series 2009-E-7)
Digital電子書籍・電子雑誌障害者向け資料あり
Institute for Monetary and Economic Studies, Bank of Japan, Takashi Shibata, Tetsuya Yamada日本銀行2009-03
National Diet Library

Counterparty credit risk : measurement, pricing and hedging

Counterparty credit risk : measurement, pricing and hedging
Paper図書
edited by Eduardo Canabarro.Risk Books[2009]<DF161-B71>
National Diet LibraryOther Libraries in Japan
  • Contents...c counterparty credit risk 2. Collaterali......g counterparty credit risk capital Pt. IV......o counterparty credit risk models 14. Eco......r counterparty credit risk from two perspectives.
RSS