Performance evaluation for credit spread and default risk models
Jorge R. Sobehart, Sean C. Keenan
| Year of publication: |
2004
|
|---|---|
| Authors: | Sobehart, Jorge R. ; Keenan, Sean C. |
| Published in: |
Credit risk models and management. - London. : Risk Books, ISBN 1-904339-21-2. - 2004, p. 275-305
|
| Subject: | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Theorie | Theory | Unternehmensanleihe | Corporate bond | Insolvenz | Insolvency |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002432544