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Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Giesecke, Kay | en |
dc.date.accessioned | 2012-10-19T10:25:40Z | - |
dc.date.available | 2012-10-19T10:25:40Z | - |
dc.date.issued | 2002 | - |
dc.identifier.pi | urn:nbn:de:kobv:11-10049126 | en |
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 |
dc.language.iso | eng | en |
dc.publisher | |aHumboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |cBerlin | en |
dc.relation.ispartofseries | |aSFB 373 Discussion Paper |x2002,54 | en |
dc.subject.jel | G12 | en |
dc.subject.jel | G13 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | compensator | en |
dc.subject.keyword | intensity | en |
dc.subject.keyword | credit risk | en |
dc.subject.keyword | default risk | en |
dc.subject.keyword | structural approach | en |
dc.subject.keyword | reduced form approach | en |
dc.title | Credit risk modeling and valuation: An introduction | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 726807109 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:sfb373:200254 | en |
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