Credit Risk Modeling

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

Original language	English
Title of host publication	Handbook of Financial Time Series
Editors	Torben G. Andersen, Richard A. Davis, Jens-Peter Kreiss, Thomas Mikosch
Place of Publication	Berlin
Publisher	Springer Science+Business Media
Publication date	2009
Pages	787-798
ISBN (Print)	9783540712961
ISBN (Electronic)	9783540712978
Publication status	Published - 2009

Handle.net

@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",

}

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

A2 - Andersen, Torben G.

A2 - Davis, Richard A.

A2 - Kreiss, Jens-Peter

A2 - Mikosch, Thomas

PB - Springer Science+Business Media

CY - Berlin

ER -