Estimating Loss Given Default
Author(s): | doc. PhDr. Ing. Ing. Petr Jakubík Ph.D. Ph.D., PhDr. Jakub Seidler Ph.D., |
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Type: | Article in collection |
Year: | 2009 |
Number: | 0 |
ISSN / ISBN: | 1790-3912/978-960-466-044-5 |
Published in: | International Conference on Applied Financial Economics Proceedings |
Publishing place: | Samos |
Keywords: | |
JEL codes: | |
Suggested Citation: | |
Grants: | GAUK 2009/47509 Decomposition of securities' market prices into risk parameters |
Abstract: |