Credit Risk and State Space Methods

B. Schwaab

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Original languageEnglish
QualificationPhD
Awarding Institution
  • Vrije Universiteit Amsterdam
Supervisors/Advisors
  • Lucas, André, Supervisor
  • Koopman, S.J., Supervisor
Award date17 Jan 2011
Place of PublicationAmsterdam
Publisher
Print ISBNs9789036102124
Publication statusPublished - 2011

Bibliographical note

Naam instelling promotie: VU Vrije Universiteit
Naam instelling onderzoek: VU Vrije Universiteit

Cite this

Schwaab, B. (2011). Credit Risk and State Space Methods. Amsterdam: Thela Thesis / Tinbergen Institute.
Schwaab, B.. / Credit Risk and State Space Methods. Amsterdam : Thela Thesis / Tinbergen Institute, 2011. 145 p.
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publisher = "Thela Thesis / Tinbergen Institute",
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Schwaab, B 2011, 'Credit Risk and State Space Methods', PhD, Vrije Universiteit Amsterdam, Amsterdam.

Credit Risk and State Space Methods. / Schwaab, B.

Amsterdam : Thela Thesis / Tinbergen Institute, 2011. 145 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

TY - THES

T1 - Credit Risk and State Space Methods

AU - Schwaab, B.

N1 - Naam instelling promotie: VU Vrije Universiteit Naam instelling onderzoek: VU Vrije Universiteit

PY - 2011

Y1 - 2011

M3 - PhD Thesis - Research VU, graduation VU

SN - 9789036102124

PB - Thela Thesis / Tinbergen Institute

CY - Amsterdam

ER -

Schwaab B. Credit Risk and State Space Methods. Amsterdam: Thela Thesis / Tinbergen Institute, 2011. 145 p.