Browsing All of EconStor by Author Hamerle, Alfred
Showing results 1 to 4 of 4
| Year of Publication | Title | Author(s) |
| 2003 | Credit Risk Factor Modeling and the Basel II IRB Approach | Hamerle, Alfred; Liebig, Thilo; Rösch, Daniel |
| 2004 | Forecasting Credit Portfolio Risk | Hamerle, Alfred; Liebig, Thilo; Scheule, Harald |
| 2005 | Incorporating prediction and estimation risk in point-in-time credit portfolio models | Hamerle, Alfred; Knapp, Michael; Liebig, Thilo; Wildenauer, Nicole |
| 2009 | Systematic risk of CDOs and CDO arbitrage | Hamerle, Alfred; Liebig, Thilo; Schropp, Hans-Jochen |
