Credit risk. Measurement, evaluation and management

zbMath1040.91002MaRDI QIDQ1411807

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Publication date: 2 November 2003

Published in: Contributions to Economics (Search for Journal in Brave)

zbMATH Keywords

credit risk modelscredit default swapcredit risk measurementBasel II Capital Accordevaluation and managementhomogeneous credit portfoliosvalue-at-risk estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

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