Analysis of loss given default
Markus Höchstötter; Abdolreza Nazemi
| Year of publication: |
2013
|
|---|---|
| Authors: | Höchstötter, Markus ; Nazemi, Abdolreza |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 10.2013, 4, p. 70-79
|
| Subject: | loss given default | recovery rate | GLM | beta distribution | beta kernels | SVM | credit default swaps | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Insolvenz | Insolvency | Betafaktor | Beta risk | Basler Akkord | Basel Accord | Theorie | 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/10010258444