Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Tokyo
Bank of Japan, Inst. for Monetary and Economic Studies
2011
|
| Schriftenreihe: | IMES discussion paper series
2011,20 |
| Beschreibung: | Auch frei zugänglich über die URL: http://www.imes.boj.or.jp |
| Beschreibung: | 20 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 the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process |c Satoshi Yamashita and Toshinao Yoshiba |
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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 2011,20 |w (DE-604)BV010647223 |9 2011,20 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-024567735 | ||
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 |
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| bvnumber | BV039719616 |
| ctrlnum | (OCoLC)767952797 (DE-599)BVBBV039719616 |
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| id | DE-604.BV039719616 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:09:40Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024567735 |
| oclc_num | 767952797 |
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| owner | DE-188 |
| owner_facet | DE-188 |
| physical | 20 S. graph. Darst. |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Bank of Japan, Inst. for Monetary and Economic Studies |
| record_format | marc |
| series2 | IMES discussion paper series |
| spelling | Yamashita, Satoshi Verfasser aut Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process Satoshi Yamashita and Toshinao Yoshiba Tokyo Bank of Japan, Inst. for Monetary and Economic Studies 2011 20 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier IMES discussion paper series 2011,20 Auch frei zugänglich über die URL: http://www.imes.boj.or.jp Yoshiba, Toshinao Verfasser aut Kin'yū-Kenkyūkyoku <Tōkyō> Discussion paper series 2011,20 (DE-604)BV010647223 2011,20 |
| spellingShingle | Yamashita, Satoshi Yoshiba, Toshinao Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process |
| title | Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process |
| title_auth | Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process |
| title_exact_search | Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process |
| title_full | Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process Satoshi Yamashita and Toshinao Yoshiba |
| title_fullStr | Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process Satoshi Yamashita and Toshinao Yoshiba |
| title_full_unstemmed | Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process Satoshi Yamashita and Toshinao Yoshiba |
| title_short | Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process |
| title_sort | analytical solution for the loss distribution of a collateralized loan under a quadratic gaussian default intensity process |
| volume_link | (DE-604)BV010647223 |
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