Estimation of default probabilities and default correlations
Year of publication: |
2005
|
---|---|
Authors: | Huschens, Stefan ; Vogl, Konstantin ; Wania, Robert |
Published in: |
Risk management : challenge and opportunity ; with 125 tables. - Berlin : Springer, ISBN 3-540-22682-6. - 2005, p. 239-258
|
Subject: | Kreditrisiko | Credit risk | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Theorie | Theory | Korrelation | Correlation |
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