Multi-Period Defaults and Maturity Effects on Economic Capital in a Ratings-Based Default-Mode Model
نویسندگان
چکیده
* Professor Dr. Marc Gürtler Technical University Braunschweig Department of Finance Abt-Jerusalem-Str. 7 D-38106 Braunschweig Germany Tel.: +49 531 3912895 Fax: 3912899 e-mail: [email protected] ** Dipl.-Wirtsch.-Ing. Dirk Heithecker Technical University Braunschweig Department of Finance Abt-Jerusalem-Str. 7 D-38106 Braunschweig Germany Tel.: +49 531 3912894 Fax: 3912899 e-mail: [email protected]
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