An analytical portfolio credit risk model based on the extended binomial distribution
Sven Fischer
| Year of publication: |
2020
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|---|---|
| Authors: | Fischer, Sven |
| Published in: |
Inventi impact: microfinance & banking. - Bhopal : IJPL, ISSN 2249-1007, ZDB-ID 2681334-8. - 2020, 1, p. 1-7
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| Subject: | Credit Risk | Portfolio Management | Credit Portfolio Risk | Bernoulli Mixture Distribution | General Binomial Distribution | Weighted Distribution | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Theorie | Theory | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012653603