Dynamic Modeling of Credit Portfolio Risk with Time-Discrete Hazard Rates
Hamerle, Alfred, Liebig, Thilo and Scheule, Harald (2002) Dynamic Modeling of Credit Portfolio Risk with Time-Discrete Hazard Rates. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 369, Working Paper.Date of publication of this fulltext: 05 Aug 2009 13:47
Monograph
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| Item type | Monograph (Working Paper) |
| Journal or Publication Title | Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft |
| Series of the University of Regensburg: | Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft |
|---|---|
| Volume: | 369 |
| Date | 2002 |
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Entpflichtete oder im Ruhestand befindliche Professoren > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle) |
| Dewey Decimal Classification | 300 Social sciences > 330 Economics |
| Status | Published |
| Refereed | No, this document will not be refereed |
| Created at the University of Regensburg | Yes |
| Item ID | 4484 |
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