WorldCat Identities

Cremers, Heinz

Overview
Works: 45 works in 87 publications in 2 languages and 472 library holdings
Roles: Author, Creator
Classifications: HF5691, 332.7
Publication Timeline
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Most widely held works by Heinz Cremers
Stochastik für Banker by Heinz Cremers( Book )

1 edition published in 1998 in German and held by 42 WorldCat member libraries worldwide

Basiswissen Mathematik und Stochastik für Banker by Heinz Cremers( Book )

2 editions published between 1998 and 1999 in German and held by 35 WorldCat member libraries worldwide

Kompaktheitskriterien fuer den Nachweis der schwachen Konvergenz von stochastischen Prozessen by Heinz Cremers( Book )

2 editions published in 1980 in German and held by 31 WorldCat member libraries worldwide

Mathematik für Wirtschaft und Finanzen by Heinz Cremers( Book )

5 editions published between 2002 and 2011 in German and Undetermined and held by 29 WorldCat member libraries worldwide

Interpolation of discount factors by Heinz Cremers( )

4 editions published in 1996 in English and held by 21 WorldCat member libraries worldwide

Modellierung des Kreditrisikos im Portfoliofall by Heinz Cremers( )

2 editions published in 2009 in German and held by 20 WorldCat member libraries worldwide

Modellierung des Kreditrisikos im Einwertpapierfall by Heinz Cremers( )

2 editions published in 2009 in German and held by 20 WorldCat member libraries worldwide

Risikosteuerung mit Kreditderivaten unter besonderer Berücksichtigung von Credit Default Swaps by Heinz Cremers( )

2 editions published in 2007 in German and held by 19 WorldCat member libraries worldwide

Das IRB-Modell des Kreditrisikos im Vergleich zum Modell einer logarithmisch normalverteilten Verlustfunktion by Michael Vetter( )

2 editions published in 2008 in German and held by 19 WorldCat member libraries worldwide

Handlungsalternativen einer Genossenschaftsbank im Investmentprozess unter Berücksichtigung der Risikotragfähigkeit by Patrick Traughber( )

2 editions published in 2007 in German and held by 19 WorldCat member libraries worldwide

Beta als Risikomass eine Untersuchung am europäischen Aktienmarkt by Dirk Thiele( )

3 editions published in 2000 in German and held by 19 WorldCat member libraries worldwide

Wertsicherungsstrategien für das Asset-Management by Norbert Kluß( )

2 editions published in 2005 in German and held by 18 WorldCat member libraries worldwide

Ratingverfahren: Diskriminanzanalyse versus Logistische Regression by Daniel Braun( )

3 editions published between 2011 and 2012 in German and English and held by 18 WorldCat member libraries worldwide

The credit business is an essential part of each banks' activities. With regard to the increasing regulatory obligations, the risk management and the associated minimum capital requirements gain in importance. Banks have got the possibility to determine their credit risk by an internal rating system. It is current practice to make use of quantitative methods to develop the system. This paper will focus on rating systems calibrated using the discriminant analysis and the logistic regression. Both methods will be presented on a theoretical basis and will be applied in a practical testing. In the first step, the borrowers are divided into rating classes. In the second step, a default probability is determined for each of them. The paper will explore the two approaches and reveal the differences. -- Discriminant Analysis ; Logistic Regression ; Logit ; Rating ; Bankinternes Rating ; Probability of Default (PD) ; Basel II ; IRB-Ansatz ; Credit Risk
Einführung in die Optionspreisbestimmung by Heinz Cremers( )

3 editions published in 1999 in German and held by 18 WorldCat member libraries worldwide

Value-at-risk-Konzepte für Marktrisiken by Heinz Cremers( )

3 editions published in 1999 in German and held by 18 WorldCat member libraries worldwide

Konvergenz der binomialen Optionspreismodelle gegen das Modell von Black, Scholes, Merton by Heinz Cremers( )

3 editions published in 2000 in German and held by 17 WorldCat member libraries worldwide

Deskription und Bewertung strukturierter Produkte unter besonderer Berücksichtigung verschiedener Marktszenarien( )

1 edition published in 2007 in German and held by 17 WorldCat member libraries worldwide

Mathematik für Wirtschaft und Finanzen by Heinz Cremers( Book )

5 editions published between 2002 and 2011 in German and Undetermined and held by 10 WorldCat member libraries worldwide

Einführung in das Risikomanagement by Heinz Cremers( Book )

2 editions published between 2009 and 2010 in German and held by 9 WorldCat member libraries worldwide

Analytik by Heinz Cremers( Book )

2 editions published between 2002 and 2011 in German and held by 7 WorldCat member libraries worldwide

 
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Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.91 (from 0.81 for Mathematik ... to 0.94 for Modellieru ...)

Associated Subjects
Languages
German (43)

English (5)