Original title: Methodological Problems of Quantitative Credit Risk Modeling in the Czech Economy
Authors: Derviz, Alexis ; Kadlčáková, N.
Document type: Research reports
Year: 2001
Language: eng
Series: Research Report, volume: 39
Keywords: credit risk; default probability; value at risk
Project no.: AV0Z1075907 (CEP)

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0130866

Permalink: http://www.nusl.cz/ntk/nusl-34914


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Research > Institutes ASCR > Institute of Information Theory and Automation
Reports > Research reports