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Document type:
Report / Forschungsbericht 
Author(s):
Kafetzaki-Boulamatsis, M., Tasche, D. 
Title:
Combined market and credit risk stress testing based on the Merton model. 
Contracting organization:
RiskLab report 
Year:
2001 
Language:
en 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text