Estimation of default probabilities and default correlations
Stefan Huschens, Konstantin Vogl, and Robert Wania
| Year of publication: |
2005
|
|---|---|
| Authors: | Huschens, Stefan ; Vogl, Konstantin ; Wania, Robert |
| Published in: |
Risk management : challenge and opportunity ; with 125 tables. - Berlin : Springer, ISBN 3-540-22682-6. - 2005, p. 239-258
|
| Subject: | Kreditrisiko | Credit risk | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Theorie | Theory | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002447683