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Number of items: 7.

Book

Barth, Jörn (2000) Worst-Case Analysen des Ausfallrisikos von Finanzderivaten unter Berücksichtigung von Markteinflüssen. Hamburg [Book]

Book chapter

Barth, Jörn (2000) Worst-Case Analysen des Ausfallrisikos eines Portfolios aus marktabhängigen Finanzderivaten. Oehler, Andreas Kreditrisikomanagement : Portfoliomodelle und Derivate Stuttgart 115- 156 [Book chapter]

Working paper

Barth, Jörn (2000) Worst-Case Analysen des Ausfallrisikos eines Portfolios aus marktabhängigen Finanzderivaten. Open Access None [Working paper]
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Barth, Jörn (1999) Credit Risk : worst case scenarios for swap portfolios. Open Access Mannheimer Manuskripte zu Risikotheorie, Portfolio Management und Versicherungswirtschaft Mannheim 114 [Working paper]
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Barth, Jörn (1999) A simple credit risk model with individual and collective components. Open Access Mannheimer Manuskripte zu Risikotheorie, Portfolio Management und Versicherungswirtschaft Mannheim 113 [Working paper]
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Barth, Jörn (1999) A Simple Credit Risk Model with Individual and Collective Components. GK Working Paper Series Mannheim 99-01 [Working paper]

Barth, Jörn (1999) Credit Risk : Worst Case Scenarios of Homogenic Swap Portfolios. GK Working Paper Series Mannheim 99-02 [Working paper]

This list was created automatically on Sat Jun 12 05:17:31 2021 CEST