Credit risk modeling using reduced-form models
Mark J. P. Anson; Frank J. Fabozzi; Ren-raw Chen; Moorad Choudhry
| Year of publication: |
2008
|
|---|---|
| Authors: | Anson, Mark J. P. ; Fabozzi, Frank J. ; Chen, Ren-Raw ; Choudhry, Moorad |
| Published in: |
Valuation, financial modeling, and quantitative tools. - Hoboken, NJ : Wiley, ISBN 978-0-470-07816-7. - 2008, p. 277-286
|
| Subject: | Kreditrisiko | Credit risk | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003765556