@book {TN_libero_mab2,
author = { Tillich, Daniel Ferger, Dietmar },
title = { Estimation of rating classes and default probabilities in credit risk models with dependencies },
publisher = {Techn. Univ., Inst. für Mathematische Stochastik},
keywords = { Forschungsbericht , Regressionsmodell , Rating , Kreditrisiko },
year = {2013},
booktitle = {Dresdner Schriften zur mathematischen Stochastik ; 2013,3},
address = { Dresden },
url = { http://slubdd.de/katalog?TN_libero_mab2 }
}
Download citation