A parametric approach to counterparty and credit risk
Year of publication: |
2014
|
---|---|
Authors: | Orlando, Giuseppe ; Härtel, Maximilian |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 10.2014, 4, p. 97-133
|
Subject: | OTC-Handel | OTC market | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Risikomodell | Risk model |
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