Interaction of credit and liquidity risks: Modelling and valuation
Harry Zheng
| Year of publication: |
2006
|
|---|---|
| Authors: | Zheng, Harry |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 2, p. 391-407
|
| Subject: | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003291277