Measuring Correlated Default Risk : A New Metric and Validity Tests
Year of publication: |
2017
|
---|---|
Authors: | Javadi, Siamak |
Other Persons: | Kim, Seoyoung (contributor) ; Krehbiel, Tim (contributor) ; Nejadmalayeri, Ali (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Messung | Measurement | Kreditrisiko | Credit risk | Korrelation | Correlation | Performance-Messung | Performance measurement | Theorie | Theory | Risikomanagement | Risk management |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Fixed Income, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2017 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.2662770 [DOI] |
Classification: | G01 - Financial Crises ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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