Efficient and Numerically Stable Implementation of CreditRisk+

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Primary Data

Project Acronym Projekt Kurzbezeichnung
FAM: CreditRisk+
 
Project Title (de) Projekttitel (de)
Efficient and Numerically Stable Implementation of CreditRisk+
 
Project Title (en) Projekttitel (en)
Efficient and Numerically Stable Implementation of CreditRisk+
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 

Grants

Funder/Funding Agency Fördergeber
Österreichische Nationalbank (OeNB)
Grant number Förderkennnummer
5134001 9534
 

Publications


Results 1-2 of 2 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Schmock, Uwe Numerically Stable Computation of the Credit Loss Distribution in CreditRisk+Präsentation Presentation2004
2Schmock, Uwe Introduction to CreditRisk+Präsentation Presentation2004