本文に飛ぶ

年 〜
年

検索結果 11 件

CRD 10年 : 2001-2010

CRD 10年 : 2001-2010
紙図書
CRD協会 編CRD協会2011.2<DF238-L28>
国立国会図書館
  • 典拠情報（件名/「を見よ」参照）Credit Risk Database CRD CRD運営協議会
  • 典拠情報（Author Heading/「を見よ」参照）Credit Risk Database CRD CRD運営協議会

マルコフ過程の近似および変換の研究とクレジットリスク分析への応用

マルコフ過程の近似および変換の研究とクレジットリスク分析への応用
デジタル博士論文
ルースダン, ケヴヘイッシュウィリKyoto University2019-03-25
インターネットで読める全国の図書館
  • 件名credit risk shot noise option-theoretic a...
  • 並列タイトル等（連結）...pplications to Credit Risk Analysis
  • 並列タイトル等...pplications to Credit Risk Analysis

On long-term credit risk assessment and rating : Towards a new set of models

On long-term credit risk assessment and rating : Towards a new set of models
デジタル文書・図像類
Kubo, Hideya, Sakai, YasuhiroCenter for Risk Research (CRR), Shiga University2009-06CRR Working Paper, Series BB-10p.1-23
全国の図書館
  • 件名risk assessment rating bankruptcy cash flow prediction credit risk spread
  • 一般注記...osed to assess credit risk by using a com......ent of longtermcredit risk that is requir...... for long-term credit risk which does not......on model and a credit risk spreadassessme......y exist in the credit risk assessment of the market. ide...

Convertible Bond Underpricing : Renegotiable Covenants, Seasoning and Convergence

Convertible Bond Underpricing : Renegotiable Covenants, Seasoning and Convergence
紙文書・図像類
Chan, Alex W.H., Nai-fu, Chen日本経済国際共同センター2006-09Discussion paper series. CIRJE-FCIRJE-F-437
全国の図書館
  • 件名convertible bond credit risk valuation

Recovery Process Model

Recovery Process Model
デジタル文書・図像類
伊藤, 有希Graduate School of Economics, Hitotsubashi University2008-11
インターネットで読める全国の図書館
  • 件名Recovery rate Credit risk Basel inhomogeneous compound ...

Modelling and Simulation: An Overview

Modelling and Simulation: An Overview
デジタル文書・図像類
McAleer, Michael, Chan, Felix, Oxley, LesInstitute of Economic Research, Kyoto University2013-05KIER Discussion Paper865
インターネットで読める全国の図書館
  • 要約等...modelling tail credit risk using transition matrices, ev...
  • 件名...models trading credit risk empirical finance health econ...

Corporate credit risk management

Corporate credit risk management
紙図書
Christian LangkampEulc2014
全国の図書館
  • 件名...isk management Credit risk management Kreditrisikomanage...
  • 件名（識別子）...isk management Credit risk management Kreditrisikomanage...

Market-specific and Currency-specific Risk during the Global Financial Crisis : Evidence from the Interbank Markets in Tokyo and London

Market-specific and Currency-specific Risk during the Global Financial Crisis : Evidence from the Interbank Markets in Tokyo and London
紙文書・図像類
Fukuda, Shin-ichi日本経済国際共同センター2010-09Discussion paper series. CIRJE-FCIRJE-F-759
全国の図書館
  • 件名JEL codes: G15, G12, F36 credit risk liquidity risk interbank mark...

Securities Pricing with Information-Sensitive Discounting

Securities Pricing with Information-Sensitive Discounting
デジタル文書・図像類
Macrina, Andrea, Parbhoo, Priyanka A.Institute of Economic Research, Kyoto University2010-01KIER Discussion Paper695
インターネットで読める全国の図書館
  • 件名...interest rates credit risk recovery models credit-inflat...

The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market

The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market
紙文書・図像類
Baba, Naohiko, Nakashima, Motoharu, Shigemi, Yosuke, Ueda, Kazuo日本経済国際共同センター2005-04Discussion paper series. CIRJE-FCIRJE-F-339
全国の図書館
  • 件名...ate of Deposit Credit Risk Premium JEL Classification Nu...

Recent Developments in Financial Economics and Econometrics: An Overview

Recent Developments in Financial Economics and Econometrics: An Overview
デジタル文書・図像類
Chang, Chia-Lin, Allen, David E., McAleer, MichaelInstitute of Economic Research, Kyoto University2013-01KIER Discussion Paper842
インターネットで読める全国の図書館
  • 要約等... economy under credit risk and liquidity shock, separati...
  • 件名...nancial crisis credit risk liquidity shock micro-market ...

検索結果は以上です。

RSS