Credit risk modeling : theory and applications
Year of publication: |
2004
|
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Authors: | Lando, David |
Publisher: |
Princeton, N.J. [u.a.] : Princeton Univ. Pr. |
Subject: | Credit | Management | Risk management | Financial management | Kreditrisiko | Risikomanagement | Mathematisches Modell |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Credit risk modeling : theory and applications
Lando, David, (2004)
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Advances in credit risk modelling and corporate bankruptcy prediction
Jones, Stewart, (2008)
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Rating based modeling of credit risk : theory and application of migration matrices
Trück, Stefan, (2009)
- More ...
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On correlation in intensity models
Lando, David, (2004)
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Non-parametric analysis of rating transition and default data
Fledelius, Peter, (2006)
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Lando, David, (2009)
- More ...