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Parametrisierung von CreditRisk+ im Konjunkturzyklus: Dynamische Ausfallquoten und Sektorenanalyse
Boegelein, Leif, Hamerle, Alfred, Rauhmeier, Robert and Scheule, Harald (2002) Parametrisierung von CreditRisk+ im Konjunkturzyklus: Dynamische Ausfallquoten und Sektorenanalyse. Deutsches Risk: currencies, interest rates, equities, commodities, credit 2 (2), pp. 37-42.Date of publication of this fulltext: 05 Aug 2009 13:58
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| Item type | Article |
| Journal or Publication Title | Deutsches Risk: currencies, interest rates, equities, commodities, credit |
| Publisher: | Incisive Financial Publ. |
|---|---|
| Volume: | 2 |
| Number of Issue or Book Chapter: | 2 |
| Page Range: | pp. 37-42 |
| Date | December 2002 |
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Entpflichtete oder im Ruhestand befindliche Professoren > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle) |
| Interdisciplinary Subject Network | Immobilien- und Kapitalmärkte |
| Dewey Decimal Classification | 300 Social sciences > 330 Economics 300 Social sciences > 310 General statistics |
| Status | Published |
| Refereed | Yes, this version has been refereed |
| Created at the University of Regensburg | Yes |
| Item ID | 8251 |
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