Understanding default risk through nonparametric intensity estimation
Fabien Couderc
| Year of publication: |
May 2005
|
|---|---|
| Other Persons: | Couderc, Fabien (contributor) |
| Publisher: |
Genève : FAME |
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Kreditrisiko | Credit risk | Schätztheorie | Estimation theory |
| Extent: | Online-Ressource, 47 p. = 1950 KB, text ill |
|---|---|
| Series: | FAME research paper series. - Geneva, ZDB-ID 2121033-0. - Vol. 141 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003074107