Calibration of Internal Rating Systems: The Case of Dependent Default Events
Year of publication: |
2007
|
---|---|
Authors: | Güttler, André ; Liedtke, Helge G. |
Published in: |
Credit and Capital Markets. - Credit and Capital Markets. - Vol. 40.2007, 4, p. 527-551
|
Publisher: |
Credit and Capital Markets |
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