On the term structure of loss distributions : a forward model approach
Jakob Sidenius
| Year of publication: |
2007
|
|---|---|
| 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 |
| 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://ebvufind01.dmz1.zbw.eu/10003503392