Risk analysis probability of default : a stochastic simulation model
Giuseppe Montesi; Giovanni Papiro
| Year of publication: |
2014
|
|---|---|
| Authors: | Montesi, Giuseppe ; Papiro, Giovanni |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 10.2014, 3, p. 29-86
|
| Subject: | Simulation | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Risikomanagement | Risk management | Risiko | Risk | Kreditrisiko | Credit risk | Stochastischer Prozess | Stochastic process | Insolvenz | Insolvency |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10010426467