Dynamic modeling of credit portfolio risk with time discrete hazard rates
Alfred Hamerle ; Thilo Liebig ; Harald Scheule
| Alternative title: | Dynamic modeling of credit portfolio risk with time-discrete hazard rates |
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| Year of publication: |
2002
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| Authors: | Hamerle, Alfred ; Liebig, Thilo ; Scheule, Harald |
| Publisher: |
Regensburg : Univ., Wirtschaftswiss. Fak. |
| Subject: | Kreditrisiko | Dynamische Modellierung |
| Extent: | 22 Bl. : graph. Darst. |
|---|---|
| Series: | Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft. - Regensburg. - Vol. 369 |
| Type of publication: | Book / Working Paper |
| Language: | German |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004750721