Control of credit risk collateralization using quasi-variational inequalities
Didier Cossin and Felipe M. Aparicio Acosta
| Year of publication: |
1998
|
|---|---|
| Authors: | Cossin, Didier ; Aparicio Acosta, Felipe M. |
| Publisher: |
Lausanne : Univ. de Lausanne, Inst. of Banking and Financial Management |
| Subject: | Kreditrisiko | Risikoanalyse | Kreditsicherung | Mehrdimensionales Variationsproblem |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | 26, [12] Bl. : graph. Darst. |
|---|---|
| Series: | Working paper / Institute of Banking and Financial Management. - Lausanne. - Vol. 9804 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Biographie |
| Language: | English |
| Classification: | Banken, Versicherungen |
| Source: |
Persistent link: https://www.econbiz.de/10004569803