An approximate multi-period Vasicek credit risk model
Year of publication: |
August 2017
|
---|---|
Authors: | García-Céspedes, Rubén ; Moreno, Manuel |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 81.2017, p. 105-113
|
Subject: | Finance | Credit risk | Approximate methods | Multi-period models | Theorie | Theory | Kreditrisiko | Portfolio-Management | Portfolio selection | Kreditwürdigkeit | Credit rating |
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