Credit risk modeling : an empirical analysis on pricing, procyclicality and dependence

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Note (General)：: Bibliography: p. 123-133Thesis (Ph.D.) -- City University of New York, Graduate Center, 2006

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Material Type: 図書
ISBN: 9783639132700
Title: Credit risk modeling : an empirical analysis on pricing, procyclicality and dependence
Author/Editor: [by] Foued Ayari
Author Heading: Ayari, Foued
Publication, Distribution, etc.: VDM Verlag Dr. Müller
Publication Date: c2009
Publication Date (W3CDTF): 2009
Size: 22 cm
Alternative Title: Empirical analysis : credit risk modeling
Place of Publication (Country Code): gw
Text Language Code: en
Subject Heading: Credit -- Management
Risk management
Target Audience: 一般
Note (General): Bibliography: p. 123-133
Thesis (Ph.D.) -- City University of New York, Graduate Center, 2006
Related Material (URI): https://ci.nii.ac.jp/ncid/BA90918187#entity
Data Provider (Database): 国立情報学研究所 : CiNii Research
Original Data Provider (Database): CiNii Books
https://ci.nii.ac.jp/books
NCID: https://ci.nii.ac.jp/ncid/BA90918187 : BA90918187