Correlated default with incomplete information
Kay Giesecke
| Year of publication: |
2004
|
|---|---|
| Authors: | Giesecke, Kay |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 28.2004, 7, p. 1521-1545
|
| Subject: | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Stochastischer Prozess | Stochastic process | Theorie | Theory | Korrelation | Correlation |
| Extent: | graph. Darst |
|---|---|
| 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/10002100479