Simulation and estimation of loss given default
Year of publication: |
2010
|
---|---|
Authors: | Hlawatsch, Stefan ; Ostrowski, Sebastian |
Publisher: |
Magdeburg : Univ., FEMM |
Subject: | Kreditrisiko | Credit risk | Statistische Verteilung | Statistical distribution | Erwartungsnutzen | Expected utility | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Kredit | Credit | Portfolio-Management | Portfolio selection | Simulation | Theorie | Theory |
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