Idiosyncratic risk, systematic risk and stochastic volatility : an implementation of Merton's credit risk valuation
Hayette Gatfaoui
| Year of publication: |
2007
|
|---|---|
| Authors: | Gatfaoui, Hayette |
| Published in: |
Advances in risk management. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 0-230-01916-1. - 2007, p. 107-131
|
| Subject: | Kreditrisiko | Credit risk | Volatilität | Volatility | Risikomanagement | Risk management | Risiko | Risk | Statistische Methode | Statistical method | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003401593