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type_genre:"Arbeitspapier"
~isPartOf:"IMES discussion paper series / Englische Ausgabe"
~subject:"Insolvenz"
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Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process
Yamashita, Satoshi
;
Yoshiba, Toshinao
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2011
Persistent link: https://www.econbiz.de/10009377393
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Analytical solution for expected loss of a collateralized loan : a square-root intensity process negatively correlated with collateral value
Yamashita, Satoshi
;
Yoshiba, Toshinao
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2010
Persistent link: https://www.econbiz.de/10003982620
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Credit risk assessment considering variations in exposure : application to commitment lines
Fujiwara, Shigeaki
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2008
Persistent link: https://www.econbiz.de/10003650951
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