Defaultable Security Valuation and Model Risk
| Year of publication: |
2001-03-01
|
|---|---|
| Authors: | Akgun, Aydin |
| Publisher: |
International Center for Financial Asset Management and Engineering (FAME) <Genf> |
| Subject: | Kreditrisiko | Risikomaß | Modell | Test | test |
- 1. Introduction
- 2. The theoretical framework
- 3. Empirical analysis
- 4. Results
- 5. Conclusion
Persistent link: https://www.econbiz.de/10005843245