Numerically stable computation of CreditRisk+
Hermann Haaf, Oliver Reiß and John Schoenmakers
| Year of publication: |
2004
|
|---|---|
| Authors: | Haaf, Hermann ; Reiß, Oliver ; Schoenmakers, John |
| Published in: |
CreditRisk+ in the banking industry. - Berlin : Springer, ISBN 978-3-540-20738-2. - 2004, p. 69-77
|
| Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Numerisches Verfahren | Numerical analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002108694