Cover Image

A new risk indicator and stress testing tool : a multifactor nth-to-default CDS basket

prep. by Renzo G. Avesani, Antonio García Pascual, and Jing Li
Year of publication:
2006
Authors: Avesani, Renzo G. ; Garcia Pascual, Antonio ; Li, Jing
Publisher: Washington, DC : IMF
Subject: Kreditrisiko | Credit risk | Kreditderivat | Credit derivative
freely available
Full text |
Check Google Scholar
In libraries world-wide (WorldCat)
In German libraries (KVK)
I need help

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10003329110
Similar items by subject
Similar items by person