A comparative analysis of dependence levels in intensity-based and Merton-style credit risk models
Jean-David Fermanian and Mohammed Sbai
| Year of publication: |
2007
|
|---|---|
| Authors: | Fermanian, Jean-David ; Sbai, Mohammed |
| Published in: |
Advances in risk management. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 0-230-01916-1. - 2007, p. 132-155
|
| Subject: | Kreditrisiko | Credit risk | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003401595