Structural Credit Modeling and Boundary Sensitivity : Maybe One Half is not Enough!
Year of publication: |
2003-04-01
|
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Authors: | Metayer, Benoit |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> ; National Centre of Competence in Research North South <Bern> |
Subject: | Risikomanagement | risk management | Kernschätzung |
Extent: | 41 p. application/pdf |
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Series: | Working Paper ; No. 63 (2003) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G22 - Insurance; Insurance Companies ; Corporate finance and investment policy. General ; Individual Working Papers, Preprints ; Europe. General Resources ; USA |
Source: | USB Cologne (business full texts) |
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