EconStor >
Humboldt-Universität Berlin >
Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Humboldt-Universität Berlin >
Discussion Papers, SFB 373, HU Berlin >

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10419/65371
  

Full metadata record

DC FieldValueLanguage
dc.contributor.authorGiesecke, Kayen_US
dc.date.accessioned2012-10-19T10:25:40Z-
dc.date.available2012-10-19T10:25:40Z-
dc.date.issued2002en_US
dc.identifier.piurn:nbn:de:kobv:11-10049126en_US
dc.identifier.urihttp://hdl.handle.net/10419/65371-
dc.description.abstractCredit risk refers to the risk of incurring losses due to unexpected changes in the credit quality of a counterparty or issuer. In this paper we give an introduction to the modeling of credit risks and the valuation of credit-risky securities. We consider individual as well as correlated credit risks.en_US
dc.language.isoengen_US
dc.publisherHumboldt-Universität Berlinen_US
dc.relation.ispartofseriesDiscussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 2002,54en_US
dc.subject.jelG12en_US
dc.subject.jelG13en_US
dc.subject.ddc330en_US
dc.subject.keywordcompensatoren_US
dc.subject.keywordintensityen_US
dc.subject.keywordcredit risken_US
dc.subject.keyworddefault risken_US
dc.subject.keywordstructural approachen_US
dc.subject.keywordreduced form approachen_US
dc.titleCredit risk modeling and valuation: An introductionen_US
dc.typeWorking Paperen_US
dc.identifier.ppn726807109en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
dc.identifier.repecRePEc:zbw:sfb373:200254-
Appears in Collections:Discussion Papers, SFB 373, HU Berlin

Files in This Item:
File Description SizeFormat
726807109.pdf240.37 kBAdobe PDF
No. of Downloads: Counter Stats
Show simple item record
Download bibliographical data as: BibTeX

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.