Modeling exposure at default and loss given default : empirical approaches and technical implementation
Bill Huajian Yang; Mykola Tkachenko
| Year of publication: |
2012
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| Authors: | Yang, Bill Huajian ; Tkachenko, Mykola |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 8.2012, 2, p. 81-102
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010058528