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subject:"Derivative"
subject:"World"
~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of corporate finance : contracting, governance and organization"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"The journal of financial market infrastructures"
~person:"Eckert, Johanna"
~subject:"Risk measure"
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International review of financial analysis
The journal of corporate finance : contracting, governance and organization
The journal of credit risk : published quarterly by Incisive Media
The journal of financial market infrastructures
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A credit portfolio framework under dependent risk parameters : probability of default, loss given default and exposure at default
Eckert, Johanna
;
Jakob, Kevin
;
Fischer, Matthias
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011566295
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