CDO rating methodology : some thoughts on model risk and its implications
Ingo Fender; John Kiff
| Year of publication: |
2005
|
|---|---|
| Authors: | Fender, Ingo ; Kiff, John |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 1.2005, 3, p. 37-58
|
| Subject: | Kreditrisiko | Credit risk | Bewertung | Evaluation | Kreditsicherung | Collateral | Anleihe | Bond | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003198815