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dc.contributor.authorGiesecke, Kayen
dc.date.accessioned2012-10-19T10:25:40Z-
dc.date.available2012-10-19T10:25:40Z-
dc.date.issued2002-
dc.identifier.piurn:nbn:de:kobv:11-10049126en
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
dc.language.isoengen
dc.publisher|aHumboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |cBerlinen
dc.relation.ispartofseries|aSFB 373 Discussion Paper |x2002,54en
dc.subject.jelG12en
dc.subject.jelG13en
dc.subject.ddc330en
dc.subject.keywordcompensatoren
dc.subject.keywordintensityen
dc.subject.keywordcredit risken
dc.subject.keyworddefault risken
dc.subject.keywordstructural approachen
dc.subject.keywordreduced form approachen
dc.titleCredit risk modeling and valuation: An introduction-
dc.typeWorking Paperen
dc.identifier.ppn726807109en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:sfb373:200254en

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