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Advanced Financial Risk Management, Second Edition (Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management) || Reduced Form Credit Models and Credit Model Testing

Advanced Financial Risk Management, Second Edition (Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management) || Reduced Form Credit Models and Credit Model Testing

van Deventer, Donald R.; Imai, Kenji; Mesler, Mark

作者van Deventer, Donald R.; Imai, Kenji; Mesler, Mark
文件大小504.88KB
发表时间2013
DOI10.1002/9781118597217.ch16
页码359-395

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