Konversionsfaktoren für Future-Kontrakte auf ausfallrisikobehaftete AnleihenKlaus DüllmannVypredanáPostrážiť
Asset correlations and credit portfolio risk - an empirical analysisKlaus DüllmannVypredanáPostrážiť
Estimating asset correlations from stock prices or default rates - which method is superior?Klaus DüllmannVypredanáPostrážiť
Stress testing German banks in a downturn in the automobile industryKlaus DüllmannVypredanáPostrážiť
