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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
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Giesecke, Kay | | en_US |
| dc.date.accessioned | | 2012-10-19T10:25:40Z | | - |
| dc.date.available | | 2012-10-19T10:25:40Z | | - |
| dc.date.issued | | 2002 | | en_US |
| dc.identifier.pi | | urn:nbn:de:kobv:11-10049126 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/65371 | | - |
| dc.description.abstract | | Credit 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.iso | | eng | | en_US |
| dc.publisher | | Humboldt-Universität Berlin | | en_US |
| dc.relation.ispartofseries | | Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 2002,54 | | en_US |
| dc.subject.jel | | G12 | | en_US |
| dc.subject.jel | | G13 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | compensator | | en_US |
| dc.subject.keyword | | intensity | | en_US |
| dc.subject.keyword | | credit risk | | en_US |
| dc.subject.keyword | | default risk | | en_US |
| dc.subject.keyword | | structural approach | | en_US |
| dc.subject.keyword | | reduced form approach | | en_US |
| dc.title | | Credit risk modeling and valuation: An introduction | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 726807109 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | en_US |
| dc.identifier.repec | | RePEc:zbw:sfb373:200254 | | - |
| Appears in Collections: | | Discussion Papers, SFB 373, HU Berlin
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