Global sensitivity analysis for latent factor credit risk models
Dirk Baur; Jessica Cariboni; Francesca Campolongo
| Year of publication: |
2009
|
|---|---|
| Authors: | Baur, Dirk ; Cariboni, Jessica ; Campolongo, Francesca |
| Published in: |
International journal of risk assessment and management : IJRAM. - Olney, Bucks : Inderscience Enterprises, ISSN 1466-8297, ZDB-ID 2059387-9. - Vol. 11.2009, 3/4, p. 281-298
|
| Subject: | Sensitivitätsanalyse | Sensitivity analysis | Kreditrisiko | Credit risk | Multivariate Verteilung | Multivariate distribution | Varianzanalyse | Analysis of variance |
| 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/10003830677