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scientific article; zbMATH DE number 2096687 - MaRDI portal

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zbMath1141.91022MaRDI QIDQ4811450

Thorsten Schmidt, Winfried Stute

Publication date: 6 September 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

credit derivatives structural model default intensity hazard rate model KMV model CreditMetrics credit rating transition matrix credit ratings model

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

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