Credit Risk Modeling

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Original 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
Publication date2009
Pages787-798
ISBN (Print)9783540712961
ISBN (Electronic)9783540712978
Publication statusPublished - 2009

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.