Quantifying model risk within a CreditRisk+ framework

Fischer M, Mertl A (2012)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2012

Journal

Journal of Risk Model Validation Incisive Media

Book Volume: 6

Pages Range: 1-29

Journal Issue: 1

Authors with CRIS profile

Matthias Fischer Fachbereich Wirtschaftswissenschaften

How to cite

APA:

Fischer, M., & Mertl, A. (2012). Quantifying model risk within a CreditRisk+ framework. Journal of Risk Model Validation, 6(1), 1-29.

MLA:

Fischer, Matthias, and Alexander Mertl. "Quantifying model risk within a CreditRisk+ framework." Journal of Risk Model Validation 6.1 (2012): 1-29.

BibTeX: Download