Some Critical Comments on Credit Risk Modeling

The credit risk along with the credit derivatives is a modern area of the financial business. In recent years this field becomes the most successful innovation, which accumulates significant cash flows as well as the highest attention within financial community. In this notice we present some general comments concerning mathematical techniques used for the credit risk modeling. We will not discuss here specific forms of the credit derivatives

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Year of publication:	[2007]
Authors:	Gikhman, Ilya I.
Publisher:	[2007]: [S.l.] : SSRN

Extent:	1 Online-Ressource (6 p)
Type of publication:	Book / Working Paper
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 22, 2006 erstellt
Other identifiers:	10.2139/ssrn.946782 [DOI]
Classification:	A23 - Graduate ; C6 - Mathematical Methods and Programming ; G13 - Contingent Pricing; Futures Pricing ; G32 - Financing Policy; Capital and Ownership Structure
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012731367