Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen
Year of publication: |
2010
|
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Authors: | Lang, Michael ; Cremers, Heinz ; Hentze, Rainald |
Publisher: |
Frankfurt a. M. : Frankfurt School of Finance & Management |
Subject: | Logistic Regression | Logit | Credit Risk | Credit Risk Modeling | Rating | Probabili-ty of Default | PD | Basel II | Rating Validation | Rseudo-R-Square | Alpha Error | Beta Error | Minimum Classification Error | Cumulative Accuracy Profile Curve | CAP | Receiver Operating Characteristic | ROC | Area Under the Curve | AUC | Brier Score | Bootstrapping | Leveraged Buyout | LBO | Buyout | Leveraged Finance | Private Equity |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | German |
Other identifiers: | 62069422X [GVK] hdl:10419/30176 [Handle] RePEc:zbw:fsfmwp:136 [RePEc] |
Classification: | C01 - Econometrics ; C02 - Mathematical Methods ; C12 - Hypothesis Testing ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; G01 - Financial Crises ; G11 - Portfolio Choice ; G21 - Banks; Other Depository Institutions; Mortgages ; G24 - Investment Banking; Venture Capital; Brokerage ; G32 - Financing Policy; Capital and Ownership Structure ; G33 - Bankruptcy; Liquidation |
Source: |
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Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen
Lang, Michael, (2010)
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Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen
Lang, Michael, (2010)
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Krasnosselski, Nikolai, (2014)
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Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen
Lang, Michael, (2010)
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Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen
Lang, Michael, (2010)
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Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen
Lang, Michael, (2010)
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