On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Olivier Renault; Olivier Scaillet
| Year of publication: |
2004
|
|---|---|
| Authors: | Renault, Olivier ; Scaillet, Olivier |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 28.2004, 12, p. 2915-2931
|
| Subject: | Kreditrisiko | Credit risk | Nichtparametrisches Verfahren | Nonparametric statistics | Monte-Carlo-Simulation | Monte Carlo simulation | Risikomaß | Risk measure |
| 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/10002410710