A comparison of stochastic default rate models
Christopher C. Finger
| Year of publication: |
2003
|
|---|---|
| Authors: | Finger, Christopher C. |
| Published in: |
Frontiers in credit risk : concepts and techniques for applied credit risk measurement. - Singapore [u.a.] : Wiley (Asia), ISBN 0-471-47906-3. - 2003, p. 153-178
|
| Subject: | Stochastischer Prozess | Stochastic process | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001739607