Credit Risk Modeling

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

LanguageEnglish
Title of host publicationHandbook of Financial Time Series
EditorsTorben G. Andersen, Richard A. Davis, Jens-Peter Kreiss, Thomas Mikosch
Place of PublicationBerlin
PublisherSpringer Science+Business Media
Date2009
Pages787-798
ISBN (Print)9783540712961
ISBN (Electronic)9783540712978
StatePublished - 2009

Keywords

    Cite this

    Lando, D. (2009). Credit Risk Modeling. In T. G. Andersen, R. A. Davis, J-P. Kreiss, & T. Mikosch (Eds.), Handbook of Financial Time Series (pp. 787-798). Berlin: Springer Science+Business Media.
    Lando, David. / Credit Risk Modeling. Handbook of Financial Time Series. editor / Torben G. Andersen ; Richard A. Davis ; Jens-Peter Kreiss ; Thomas Mikosch. Berlin : Springer Science+Business Media, 2009. pp. 787-798
    @inbook{c7f75be0357b11de94ef000ea68e967b,
    title = "Credit Risk Modeling",
    keywords = "erhvervsobligationer, finansiel risiko, risikoanalyse, kreditrisiko",
    author = "David Lando",
    note = "Trykt i l{\o}benr. 093446",
    year = "2009",
    language = "English",
    isbn = "9783540712961",
    pages = "787--798",
    editor = "Andersen, {Torben G.} and Davis, {Richard A.} and Jens-Peter Kreiss and Thomas Mikosch",
    booktitle = "Handbook of Financial Time Series",
    publisher = "Springer Science+Business Media",
    address = "Germany",

    }

    Lando, D 2009, Credit Risk Modeling. in TG Andersen, RA Davis, J-P Kreiss & T Mikosch (eds), Handbook of Financial Time Series. Springer Science+Business Media, Berlin, pp. 787-798.

    Credit Risk Modeling. / Lando, David.

    Handbook of Financial Time Series. ed. / Torben G. Andersen; Richard A. Davis; Jens-Peter Kreiss; Thomas Mikosch. Berlin : Springer Science+Business Media, 2009. p. 787-798.

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

    TY - CHAP

    T1 - Credit Risk Modeling

    AU - Lando,David

    N1 - Trykt i løbenr. 093446

    PY - 2009

    Y1 - 2009

    KW - erhvervsobligationer

    KW - finansiel risiko

    KW - risikoanalyse

    KW - kreditrisiko

    M3 - Book chapter

    SN - 9783540712961

    SP - 787

    EP - 798

    BT - Handbook of Financial Time Series

    PB - Springer Science+Business Media

    CY - Berlin

    ER -

    Lando D. Credit Risk Modeling. In Andersen TG, Davis RA, Kreiss J-P, Mikosch T, editors, Handbook of Financial Time Series. Berlin: Springer Science+Business Media. 2009. p. 787-798.