Measuring the unexpected: events in credit risk
Year of publication: |
2003
|
---|---|
Authors: | Hingorani, Justin ; Gaeta, Gordian ; Alibhai, Shamez |
Published in: |
Frontiers in credit risk : concepts and techniques for applied credit risk measurement. - Singapore [u.a.] : Wiley (Asia), ISBN 0-471-47906-3. - 2003, p. 87-118
|
Subject: | Kreditrisiko | Credit risk | Messung | Measurement | Risikomanagement | Risk management |
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