Control of credit risk collateralization using quasi-variational inequalities
Year of publication: |
1998
|
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Authors: | Cossin, Didier ; Aparicio Acosta, Felipe M. |
Publisher: |
Lausanne : Univ. de Lausanne, Inst. of Banking and Financial Management |
Subject: | Kreditrisiko | Risikoanalyse | Kreditsicherung | Mehrdimensionales Variationsproblem |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | 26, [12] Bl. : graph. Darst. |
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Series: | Working paper / Institute of Banking and Financial Management. - Lausanne. - Vol. 9804 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Biographie |
Language: | English |
Classification: | Banken, Versicherungen |
Source: |
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Yosano, Tadanori, (2019)
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Heidorn, Thomas, (1999)
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Credit risk modeling : design and application
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Control of credit risk collateralization using quasi-variational inequalities
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