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Heuser-Greipl, Ulrike - 1999

Persistent link: https://www.econbiz.de/10000684091

Quantifizierung von Kreditportfoliorisiken : eine Untersuchung zu Modellalternativen und Anwendungsfeldern

Bröker, Frank - 2000

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Frank, Martin - 1999

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Risikomanagement für Corporate Bonds : Modellierung von Spreadrisiken im Investment-Grade-Bereich

Wingenroth, Thorsten - 2004

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CreditRisk+ in the banking industry

Gundlach, Matthias (ed.) - 2004

CreditRisk+ is an important and widely implemented default- mode model of portfolio credit risk, based on a methodology from acturial mathematics. This book gives an account of the status quo as well as new and recent developments of the credit risk model CreditRisk+, which is widespread in...