Reducted-form versus structural models of credit risk: a case study of three models
Navneet Arora, Jeffrey R. Bohn, and Fanlin Zhu
| Year of publication: |
2006
|
|---|---|
| Authors: | Arora, Navneet ; Bohn, Jeffrey R. ; Zhu, Fanlin |
| Published in: |
The credit market handbook : advanced modeling issues. - Hoboken, NJ : Wiley, ISBN 0-471-77862-1. - 2006, p. 132-164
|
| Subject: | Kreditrisiko | Credit risk | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003338121