On the term structure of loss distributions : a forward model approach
Year of publication: |
2007
|
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Authors: | Sidenius, Jakob |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 4, p. 749-761
|
Subject: | Verlust | Loss | Zinsstruktur | Yield curve | Statistische Verteilung | Statistical distribution | Kredit | Credit | Derivat | Derivative | Theorie | Theory |
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