Measuring portfolio credit risk : modelling versus calibration errors
Nikola Tarashev; Haibin Zhu
| Year of publication: |
2007
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|---|---|
| Authors: | Tarashev, Nikola ; Zhu, Haibin |
| Published in: |
BIS quarterly review : international banking and financial market developments. - Basel : BIS, ISSN 1012-9979, ZDB-ID 22657320. - 2007, p. 83-96
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009951678