Dynamic modeling of credit portfolio risk with time-discrete Hzard rates

Alternative title:	Alfred Hamerle, Thilo Liebig, Harald Scheule
Year of publication:	2002
Authors:	Hamerle, Alfred
Other Persons:	Liebig, Thilo (contributor) ; Scheule, Harald (contributor)
Publisher:	Regensburg : Univ., Wirtschaftswiss. Fak.
Subject:	Kreditrisiko \| Credit risk \| Insolvenz \| Insolvency \| Mikroökonometrie \| Microeconometrics \| Faktorenanalyse \| Factor analysis \| Zeitreihenanalyse \| Time series analysis \| Wahrscheinlichkeitsrechnung \| Probability theory \| Schätzung \| Estimation \| Theorie \| Theory \| Deutschland \| Germany

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