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