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In addition to media from the THWS, media from other Bavarian libraries are also displayed.
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These are marked with the "Interlibrary loan" label and can be ordered by clicking on them.
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1
Comparative analyses of expected shortfall and VaR by Yamai, Yasuhiro, Yoshiba, Toshinao
Published 2002Call Number: Loading…
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2
Comparative analyses of expected shortfall and value at risk by Yamai, Yasuhiro, Yoshiba, Toshinao
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Comparative analyses of expected shortfall and value at risk by Yamai, Yasuhiro, Yoshiba, Toshinao
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4
Model risk and its control by Kato, Toshiyasu, Yoshiba, Toshinao
Published 2000Call Number: Loading…
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5
Comparative analyses of expected shortfall and VaR by Yamai, Yasuhiro, Yoshiba, Toshinao
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6
Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process by Yamashita, Satoshi, Yoshiba, Toshinao
Published 2011Call Number: Loading…
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7
Analytical solutions for expected and unexpected losses with an additional loan by Yamashita, Satoshi, Yoshiba, Toshinao
Published 2007Call Number: Loading…Get full text
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8
Comparative analyses of expected shortfall and value at risk by Yamai, Yasuhiro, Yoshiba, Toshinao
Published 2001Call Number: Loading…
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9
Comparative analyses of expected shortfall and value at risk by Yamai, Yasuhiro, Yoshiba, Toshinao
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10
Analytical solution for expected loss of a collateralized loan a square-root intensity process negatively correlated with collateral value by Yamashita, Satoshi, Yoshiba, Toshinao
Published 2010Call Number: Loading…
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11
On the validity of value-at-risk comparative analyses with expected shortfall by Yamai, Yasuhiro, Yoshiba, Toshinao
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12
Comparative analyses of expected shortfall and VaR by Yamai, Yasuhiro, Yoshiba, Toshinao
Published 2001Call Number: Loading…
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13
Comparative analyses of expected shortfall and VaR by Yamai, Yasuhiro, Yoshiba, Toshinao
Published 2001Call Number: Loading…
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