Structure and intensity based approach in credit risk models : a literature review
Adithi Ramesh, C.B. Senthil Kumar
| Year of publication: |
2017
|
|---|---|
| Authors: | Ramesh, Adithi ; Kumar, C. B. Senthil |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 3, p. 609-612
|
| Subject: | Credit Risks | Defaults | Weiner Process | Volatility | Kreditrisiko | Credit risk | Theorie | Theory | Volatilität |
| 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/10011822911