Some critical comments on credit risk modeling.
| Year of publication: |
2006-07
|
|---|---|
| Authors: | ilya, gikhman |
| Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
| Subject: | Credit risk | credit derivatives | risk neutral world | risk neutral probability | structural model | reduced form |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; C63 - Computational Techniques ; C6 - Mathematical Methods and Programming |
| Source: |
Persistent link: https://www.econbiz.de/10005837121