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An analytic approach to quantify the sensitivity of CreditRisk+ with respect to its underlying assumptions

Fischer M, Kaufmann F (2014)

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Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2014

Journal

Book Volume: 8

Pages Range: 23-37

Journal Issue: 2

Authors with CRIS profile

How to cite

APA:

Fischer, M., & Kaufmann, F. (2014). An analytic approach to quantify the sensitivity of CreditRisk+ with respect to its underlying assumptions. Journal of Risk Model Validation, 8(2), 23-37.

MLA:

Fischer, Matthias, and Florian Kaufmann. "An analytic approach to quantify the sensitivity of CreditRisk+ with respect to its underlying assumptions." Journal of Risk Model Validation 8.2 (2014): 23-37.

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