海量图书期刊资源,随时随地畅享阅读乐趣
Forecasting Retail Portfolio Credit RiskRÖSCH, DANIEL; SCHEULE, HARALD · The Journal of Risk Finance · 2004
Credit rating impact on CDO evaluationDaniel Rösch; Harald Scheule · 2009
Capital incentives and adequacy for securitizationsDaniel Rösch; Harald Scheule · 2012
Credit Portfolio Loss Forecasts for Economic DownturnsDaniel Rösch; Harald Scheule · 2009
Ratings based capital adequacy for securitizationsLützenkirchen, Kristina; Rösch, Daniel; Scheule, Harald · Journal of Banking & Finance · 2013
Credit Securitizations and Derivatives (Challenges for the Global Markets) ||Rösch, Daniel; Scheule, Harald · 2013
Dynamic Implied Correlation Modeling and Forecasting in Structured FinanceLöhr, Sebastian; Mursajew, Olga; Rösch, Daniel; Scheule, Harald · Journal of Futures Markets · 2013
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential IncentivesDANIEL RÖSCH; HARALD SCHEULE · 2010
Modeling of Mortgage DefaultsHayre, Lakhbir S; Saraf, Manish; Young, Robert; Chen, Jiakai (David) · The Journal of Fixed Income · 2008
Common Factors Affecting Bond ReturnsLitterman, Robert B; Scheinkman, Josè · The Journal of Fixed Income · 1991
Hedging With Interest Rate FuturesGhosh, Asim · The Journal of Fixed Income · 1993
Stock-Bond CorrelationsIlmanen, Antti · The Journal of Fixed Income · 2003
Key Rate DurationsHo, Thomas S.Y · The Journal of Fixed Income · 1992
Beyond DurationWaldman, Michael · The Journal of Fixed Income · 1992
Yield Curve StrategiesJones, Frank J · The Journal of Fixed Income · 1991
Riding the Yield CurveBieri, David S; Chincarini, Ludwig B · The Journal of Fixed Income · 2005