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 |
Erscheint auch als (Online-Ausgabe):
Default probabilities and default correlations, First Version: April 2000, This Version: October 2001. - Frankfurt a. M. : Deutsche Bank Research, 2001. - Online-Ressource (44 S.)
Persistent link: https://www.econbiz.de/10001637575