Default probabilities and default correlations
Ulrich Erlenmaier and Hans Gersbach. [Deutsche Bank Research. Ed.: Ann-Charlotte Eliasson]
| Year of publication: |
2001
|
|---|---|
| Authors: | Erlenmaier, Ulrich ; Gersbach, Hans |
| Publisher: |
Frankfurt am Main : Dt. Bank Research |
| Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Theorie | Theory | Varianzanalyse | Analysis of variance | Korrelation | Correlation |
| Extent: | 44 S graph. Darst 30 cm |
|---|---|
| Series: | Research notes in economics & statistics. - Frankfurt, M. : DB Research, ISSN 1615-956X, ZDB-ID 2085245-9. - Vol. [20]01,5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G21 - Banks; Other Depository Institutions; Mortgages ; G31 - Capital Budgeting; Investment Policy |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001637575