A Quantile Monte Carlo Approach to Measuring Extreme Credit Risk
Year of publication: |
2012
|
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Authors: | Allen, David E. |
Other Persons: | Boffey, Ray (contributor) ; Powell, Robert J. (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Industrie | Manufacturing industries | Australien | Australia |
Extent: | 1 Online-Ressource (8 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October, 23 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1948311 [DOI] |
Classification: | G01 - Financial Crises ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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