Confidence intervals for quantiles of a Vasicek distributed credit portfolio loss
von Steffi Höse und Stefan Huschens
| Year of publication: |
2010
|
|---|---|
| Authors: | Höse, Steffi ; Huschens, Stefan |
| Publisher: |
Dresden : Techn. Universität, Fak. Wirtschaftswissenschaften |
| Extent: | 18 Bl. |
|---|---|
| Series: | Dresdner Beiträge zu quantitativen Verfahren. - Dresden : Techn. Univ., Fak. Wirtschaftswiss., ISSN 0945-4802. - Vol. 51 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10008845976