Dynamic Modeling of Credit Portfolio Risk with Time-Discrete Hazard Rates

Hamerle, Alfred and Liebig, Thilo and Scheule, Harald (2002) Dynamic Modeling of Credit Portfolio Risk with Time-Discrete Hazard Rates. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 369, Working Paper.

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Item Type:Monograph (Working Paper)
Institutions: Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle)
Business, Economics and Information Systems > Institut für Statistik und Wirtschaftsgeschichte > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle)
Subjects:300 Social sciences > 330 Economics
Status:Published
Refereed:No this document will not be refereed
Created at the University of Regensburg:Yes
Owner:Dr. Meckl Norbert
Deposited On:23 Sep 2008 11:23
Last Modified:17 Sep 2012 11:46
Item ID:4484
Owner Only: item control page