Performance evaluation for credit spread and default risk models
Year of publication: |
2004
|
---|---|
Authors: | Sobehart, Jorge R. ; Keenan, Sean C. |
Published in: |
Credit risk models and management. - London. : Risk Books, ISBN 1-904339-21-2. - 2004, p. 275-305
|
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Insolvenz | Insolvency | Risikoprämie | Risk premium |
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