Credit-Risk Modelling
type: Item
instance of: scholarly article
title: Credit-Risk Modelling
zbMATH Open document ID: 1422.91012
DOI: 10.1007/978-3-319-94688-7
author: David Jamieson Bolder
publication date: 2018-12-12T00:00:00Z
Mathematics Subject Classification ID: 91-02
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6992881
zbMATH Keywords: credit risk
zbMATH Keywords: copula
zbMATH Keywords: saddlepoint approximation
zbMATH Keywords: value at risk
zbMATH Keywords: hazard rate
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1007/978-3-319-94688-7
OpenAlex ID: W4245089984
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describes a project that uses: Python
description: scientific article; zbMATH DE number 6992881