A comparison of stochastic default rate models
Year of publication: |
2004
|
---|---|
Authors: | Finger, Christopher C. |
Published in: |
Credit risk models and management. - London. : Risk Books, ISBN 1-904339-21-2. - 2004, p. 599-627
|
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Schätzung | Estimation |
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