Measuring credit risk : the credit migration approach extended for credit derivatives
Michel Crouhy, John Im and Greg Nudelman
| Year of publication: |
2002
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|---|---|
| Authors: | Crouhy, Michel ; Im, John ; Nudelman, Greg |
| Published in: |
Risk management : the state of the art. - Boston, Mass. [u.a.] : Kluwer Academic, ISBN 0-7923-7427-4. - 2002, p. 87-110
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| Subject: | Kreditrisiko | Credit risk | Derivat | Derivative | Messung | Measurement | Risikomanagement | Risk management | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben In: Risk management |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001698293