Credit risk modelling : the cutting edge collection ; technical papers published in risk 1999 - 2003
Year of publication: |
2003
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Other Persons: | Gordy, Michael B. (contributor) |
Publisher: |
London : Risk Books |
Subject: | Kreditrisiko | Mathematisches Modell | Aufsatzsammlung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Frontiers in quantitative finance : volatility and credit risk modeling
Cont, Rama, (2009)
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A business cycle approach to rating based credit risk modeling
Trück, Stefan, (2005)
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Econometric advancements in market and credit risk modeling
Blöchlinger, Andreas, (2005)
- More ...
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Granularity adjustment for Basel II
Lütkebohmert, Eva, (2007)
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A generalization of generalized beta distributions
Gordy, Michael B., (1998)
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Multiple Bids in a Multiple-Unit Common Value Auction
Gordy, Michael B.,
- More ...