A comparative analysis of current credit risk models
Year of publication: |
2000
|
---|---|
Authors: | Crouhy, Michel ; Galai, Dan ; Mark, Robert |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 24.2000, 1/2, p. 59-117
|
Subject: | Kreditrisiko | Credit risk | Wirtschaftsmodell | Economic model | Vergleich | Comparison | Theorie | Theory |
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