Analytical solution for expected loss of a collateralized loan: a square-root intensity process negatively correlated with collateral value
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Tokyo
2010
|
| Schriftenreihe: | IMES discussion paper series
2010,10 |
| Beschreibung: | 19 S. graph. Darst. |
Internformat
MARC
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| 100 | 1 | |a Yamashita, Satoshi |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Analytical solution for expected loss of a collateralized loan |b a square-root intensity process negatively correlated with collateral value |c Satoshi Yamashita and Toshinao Yoshiba |
| 264 | 1 | |a Tokyo |c 2010 | |
| 300 | |a 19 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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| 700 | 1 | |a Yoshiba, Toshinao |e Verfasser |4 aut | |
| 810 | 2 | |a Kin'yū-Kenkyūkyoku <Tōkyō> |t Discussion paper series |v 2010,10 |w (DE-604)BV010647223 |9 2010,10 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-021622443 | ||
Datensatz im Suchindex
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|---|---|
| any_adam_object | |
| author | Yamashita, Satoshi Yoshiba, Toshinao |
| author_facet | Yamashita, Satoshi Yoshiba, Toshinao |
| author_role | aut aut |
| author_sort | Yamashita, Satoshi |
| author_variant | s y sy t y ty |
| building | Verbundindex |
| bvnumber | BV026961474 |
| ctrlnum | (OCoLC)699900598 (DE-599)GBV630943907 |
| format | Book |
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| id | DE-604.BV026961474 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:03:22Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021622443 |
| oclc_num | 699900598 |
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| physical | 19 S. graph. Darst. |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
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| series2 | IMES discussion paper series |
| spelling | Yamashita, Satoshi Verfasser aut Analytical solution for expected loss of a collateralized loan a square-root intensity process negatively correlated with collateral value Satoshi Yamashita and Toshinao Yoshiba Tokyo 2010 19 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier IMES discussion paper series 2010,10 Yoshiba, Toshinao Verfasser aut Kin'yū-Kenkyūkyoku <Tōkyō> Discussion paper series 2010,10 (DE-604)BV010647223 2010,10 |
| spellingShingle | Yamashita, Satoshi Yoshiba, Toshinao Analytical solution for expected loss of a collateralized loan a square-root intensity process negatively correlated with collateral value |
| title | Analytical solution for expected loss of a collateralized loan a square-root intensity process negatively correlated with collateral value |
| title_auth | Analytical solution for expected loss of a collateralized loan a square-root intensity process negatively correlated with collateral value |
| title_exact_search | Analytical solution for expected loss of a collateralized loan a square-root intensity process negatively correlated with collateral value |
| title_full | Analytical solution for expected loss of a collateralized loan a square-root intensity process negatively correlated with collateral value Satoshi Yamashita and Toshinao Yoshiba |
| title_fullStr | Analytical solution for expected loss of a collateralized loan a square-root intensity process negatively correlated with collateral value Satoshi Yamashita and Toshinao Yoshiba |
| title_full_unstemmed | Analytical solution for expected loss of a collateralized loan a square-root intensity process negatively correlated with collateral value Satoshi Yamashita and Toshinao Yoshiba |
| title_short | Analytical solution for expected loss of a collateralized loan |
| title_sort | analytical solution for expected loss of a collateralized loan a square root intensity process negatively correlated with collateral value |
| title_sub | a square-root intensity process negatively correlated with collateral value |
| volume_link | (DE-604)BV010647223 |
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