From actual to risk-neutral default probabilities : Merton and beyond
Tobias Berg
| Year of publication: |
2010
|
|---|---|
| Authors: | Berg, Tobias |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 6.2010/11, 1, p. 55-86
|
| Subject: | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Risikoprämie | Risk premium | Wahrscheinlichkeitsrechnung | Probability theory | Prognoseverfahren | Forecasting model | Theorie | Theory |
| 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/10003965724