Credit Risk Models -- Do They Deliver Their Promises? A Quantitative Assessment
| Year of publication: |
2003
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|---|---|
| Authors: | Oderda, Gianluca ; Dacorogna, Michel M. ; Jung, Tobias |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 1940326. - Vol. 32.2003, 2, p. 177-196
|