Estimation of credit default probabilities in the context of network dependency
Andrin Pelican
| Year of publication: |
2019
|
|---|---|
| Authors: | Pelican, Andrin |
| Published in: |
Essays in game theory and network economics. - St. Gallen. - 2019, p. 61-90
|
| Subject: | Kreditrisiko | Credit risk | Theorie | Theory | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory | Kreditderivat | Credit derivative | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012130926