Modeling default dependence with threshold models
Ludger Overbeck and Wolfgang Schmidt
| Year of publication: |
2005
|
|---|---|
| Authors: | Overbeck, Ludger ; Schmidt, Wolfgang M. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 12.2004, 4, p. 10-19
|
| Subject: | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Derivat | Derivative | Theorie | Theory |
| 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/10003010718