结果：找到“Portfolio credit risk”相关内容20个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
基础课信用风险Credit Risk Management ：19个部分全面讲解Default and Recovery Rate0 个回复 - 318 次查看 基础课信用风险Credit Risk Management ：19个部分全面讲解(.wmv),全部资料大小37.8GB+ Section 3 Introduction of Credit Risk Section 2 The Credit Analyst Section 19 Risk Mitigation Techniques Se ...2023-4-10 07:59 - Mama-2022 - 现金交易版
Monte Carlo Methods for Portfolio Credit Risk 33页
1 个回复 - 919 次查看 澳大利亚国立大学2018-12-4 12:30 - zlghs - 金融学（理论版）
1 个回复 - 919 次查看 澳大利亚国立大学2018-12-4 12:30 - zlghs - 金融学（理论版）
Credit risk in private debt portfolios
7 个回复 - 814 次查看 【作者(必填)】Carey M. 【文题(必填)】Credit risk in private debt portfolios 【年份(必填)】1998 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/10.1111/0022-1082.000562018-8-8 22:30 - 糖铺老木村 - 求助成功区
7 个回复 - 814 次查看 【作者(必填)】Carey M. 【文题(必填)】Credit risk in private debt portfolios 【年份(必填)】1998 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/10.1111/0022-1082.000562018-8-8 22:30 - 糖铺老木村 - 求助成功区
Managing Portfolio Credit Risk in Banks
25 个回复 - 1227 次查看 English | ISBN: 110714647X | 2016 | 390 pages | PDF Credit risk is the risk resulting from the uncertainty that a borrower or a group of borrowers may be unwilling or unable to meet their contractu ...2018-3-22 22:39 - igs816 - 经管书评
25 个回复 - 1227 次查看 English | ISBN: 110714647X | 2016 | 390 pages | PDF Credit risk is the risk resulting from the uncertainty that a borrower or a group of borrowers may be unwilling or unable to meet their contractu ...2018-3-22 22:39 - igs816 - 经管书评
Risk management in credit portfolio——Martin Hibbeln
2 个回复 - 1650 次查看 2014-8-28 10:41 - 末落つ無聲 - 金融学（理论版）
2 个回复 - 1650 次查看 2014-8-28 10:41 - 末落つ無聲 - 金融学（理论版）
Portfolio credit risk with predetermined default orders
3 个回复 - 721 次查看 【作者(必填)】 Lian Tanga, Bin Wangb* & Kai-Nan Xianga 【文题(必填)】 Portfolio credit risk with predetermined default orders【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.tandfonli ...2016-4-2 09:42 - internet.hzx - 求助成功区
3 个回复 - 721 次查看 【作者(必填)】 Lian Tanga, Bin Wangb* & Kai-Nan Xianga 【文题(必填)】 Portfolio credit risk with predetermined default orders【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.tandfonli ...2016-4-2 09:42 - internet.hzx - 求助成功区
Book: Concentration Risk in Credit Portfolios
20 个回复 - 4303 次查看 Concentration Risk in Credit Portfolios Eva Lutkebohmert (作者) 图书描述 出版日期: 2008年10月8日 Modeling and management of credit risk are the main topics ...2013-10-4 22:04 - rmatrix - 金融工程（数量金融）与金融衍生品
20 个回复 - 4303 次查看 Concentration Risk in Credit Portfolios Eva Lutkebohmert (作者) 图书描述 出版日期: 2008年10月8日 Modeling and management of credit risk are the main topics ...2013-10-4 22:04 - rmatrix - 金融工程（数量金融）与金融衍生品
Portfolio Credit Risk Modelling With Heavy Tailed Risk Factors (2007).
3 个回复 - 1749 次查看 极值分布下的信用资产管理 挑战金融理论中最基本的正态分布假设，很具有现实意义与实用价值2009-11-19 17:29 - DEXA - 金融学（理论版）
3 个回复 - 1749 次查看 极值分布下的信用资产管理 挑战金融理论中最基本的正态分布假设，很具有现实意义与实用价值2009-11-19 17:29 - DEXA - 金融学（理论版）
欧洲精算研究院丛书Concentration Risk in Credit Portfolios
0 个回复 - 1929 次查看 Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has ...2015-4-16 19:23 - lasgpope - 金融工程（数量金融）与金融衍生品
0 个回复 - 1929 次查看 Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has ...2015-4-16 19:23 - lasgpope - 金融工程（数量金融）与金融衍生品
Concentration Risk in Credit Portfolios
9 个回复 - 4440 次查看 The modeling and management of credit risk is the main topic within banks and other lending institutions. Credit risk refers to the risk of losses due to some credit event as, for example, the defau ...2010-3-11 11:33 - wsylovezx - 金融工程（数量金融）与金融衍生品
9 个回复 - 4440 次查看 The modeling and management of credit risk is the main topic within banks and other lending institutions. Credit risk refers to the risk of losses due to some credit event as, for example, the defau ...2010-3-11 11:33 - wsylovezx - 金融工程（数量金融）与金融衍生品
Monte Carlo Methods for Portfolio Credit Risk
0 个回复 - 1063 次查看 Monte Carlo Methods for Portfolio Credit Risk The financial crisis of 2007 – 2009 began with a major failure in credit markets. The causes of this failure stretch far beyond inadequate mathematic ...2013-11-20 11:59 - wildaddy - 计量经济学与统计软件
0 个回复 - 1063 次查看 Monte Carlo Methods for Portfolio Credit Risk The financial crisis of 2007 – 2009 began with a major failure in credit markets. The causes of this failure stretch far beyond inadequate mathematic ...2013-11-20 11:59 - wildaddy - 计量经济学与统计软件
Dynamic Models of Portfolio Credit Risk
2 个回复 - 778 次查看 【作者(必填)】John C Hull and Alan D White 【文题(必填)】Dynamic Models of Portfolio Credit Risk A Simplified Approach 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.iijournals.c ...2013-6-17 23:17 - 不再后悔 - 求助成功区
2 个回复 - 778 次查看 【作者(必填)】John C Hull and Alan D White 【文题(必填)】Dynamic Models of Portfolio Credit Risk A Simplified Approach 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.iijournals.c ...2013-6-17 23:17 - 不再后悔 - 求助成功区
A Generalized Single Common Factor Model of Portfolio Credit Risk
1 个回复 - 889 次查看 【作者(必填)】Paul H. Kupiec 【文题(必填)】A Generalized Single Common Factor Model of Portfolio Credit Risk 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs ...2013-6-17 23:18 - 不再后悔 - 求助成功区
1 个回复 - 889 次查看 【作者(必填)】Paul H. Kupiec 【文题(必填)】A Generalized Single Common Factor Model of Portfolio Credit Risk 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs ...2013-6-17 23:18 - 不再后悔 - 求助成功区
A framework to assess portfolio credit risk using accelerated hazard rates.pdf
0 个回复 - 1636 次查看 A framework to assess portfolio credit risk using accelerated hazard rates.pdf2013-3-11 00:26 - huanghelou9 - 金融学（理论版）
0 个回复 - 1636 次查看 A framework to assess portfolio credit risk using accelerated hazard rates.pdf2013-3-11 00:26 - huanghelou9 - 金融学（理论版）
Portfolio credit-risk optimization
3 个回复 - 801 次查看 【作者(必填)】I Iscoe, A Kreinin, H Mausser, O Romanko 【文题(必填)】Portfolio credit-risk optimization(- Journal of Banking & Finance) 【年份(必填)】2012 【全文链接或数据库名称(选填)】http:/ ...2013-1-16 09:52 - enmeng1217 - 求助成功区
3 个回复 - 801 次查看 【作者(必填)】I Iscoe, A Kreinin, H Mausser, O Romanko 【文题(必填)】Portfolio credit-risk optimization(- Journal of Banking & Finance) 【年份(必填)】2012 【全文链接或数据库名称(选填)】http:/ ...2013-1-16 09:52 - enmeng1217 - 求助成功区
Risk Management in Credit Portfolios
10 个回复 - 3690 次查看 Risk Management in Credit PortfoliosConcentration Risk and Basel II Series: Contributions to Economics Hibbeln, Martin 1st Edition., 2010, XX, 247 p. 20 illus., Hardcover ISBN: 978-3-7908-2 ...2010-10-17 00:54 - martinnyj - 金融学（理论版）
10 个回复 - 3690 次查看 Risk Management in Credit PortfoliosConcentration Risk and Basel II Series: Contributions to Economics Hibbeln, Martin 1st Edition., 2010, XX, 247 p. 20 illus., Hardcover ISBN: 978-3-7908-2 ...2010-10-17 00:54 - martinnyj - 金融学（理论版）
The Pricing of Portfolio Credit Risk
1 个回复 - 1343 次查看 The Pricing of Portfolio Credit Risk2010-3-5 19:41 - franklee0415 - 计量经济学与统计软件
1 个回复 - 1343 次查看 The Pricing of Portfolio Credit Risk2010-3-5 19:41 - franklee0415 - 计量经济学与统计软件
Measuring and Optimizing Portfolio Credit Risk A Copula-based Approach
0 个回复 - 1783 次查看 Measuring and Optimizing Portfolio Credit Risk A Copula-based Approach2009-12-27 22:40 - zengyan1984 - 论文版
0 个回复 - 1783 次查看 Measuring and Optimizing Portfolio Credit Risk A Copula-based Approach2009-12-27 22:40 - zengyan1984 - 论文版
Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide
3 个回复 - 1859 次查看 Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide SRICHANDER RAMASWAMY John Wiley & Sons, Inc. 20042009-12-22 23:59 - zhaohailei - 金融学（理论版）
3 个回复 - 1859 次查看 Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide SRICHANDER RAMASWAMY John Wiley & Sons, Inc. 20042009-12-22 23:59 - zhaohailei - 金融学（理论版）
免費 Portfolio Optimization under Credit Risk
3 个回复 - 1268 次查看 Portfolio Optimization under Credit Risk by R. Zagst, j. Kehrbaum and B. Schmid Basied on the models of Hull and Whilet (1990) fpr tje [rocomg pf mpm-defaultable bonds and Schmid and Zagst (2000) ...2009-8-4 15:26 - martinnyj - 金融学（理论版）
3 个回复 - 1268 次查看 Portfolio Optimization under Credit Risk by R. Zagst, j. Kehrbaum and B. Schmid Basied on the models of Hull and Whilet (1990) fpr tje [rocomg pf mpm-defaultable bonds and Schmid and Zagst (2000) ...2009-8-4 15:26 - martinnyj - 金融学（理论版）
