Copula-based credit rating model for evaluating basket credit derivatives
Nicolas Papageorgiou, Bruno Rémillard, and Jean-Luc Gardère
| Year of publication: |
2009
|
|---|---|
| Authors: | Papageorgiou, Nicolas ; Rémillard, Bruno ; Gardère, Jean-Luc |
| Published in: |
The handbook of credit portfolio management. - New York, NY [u.a.] : McGraw-Hill, ISBN 0-07-159834-0. - 2009, p. 163-180
|
| Subject: | Derivat | Derivative | Kreditrisiko | Credit risk | Kreditsicherung | Collateral | Multivariate Verteilung | Multivariate distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003778231