Affine models for credit risk analysis
Year of publication: |
2006
|
---|---|
Authors: | Gouriéroux, Christian ; Monfort, Alain ; Polimenis, V. |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 4.2006, 3, p. 494-530
|
Subject: | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Theorie | Theory | Statistische Bestandsanalyse | Duration analysis |
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