Credit risk modelling and estimation via elliptical copulae
Year of publication: |
2003
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Authors: | Schmidt, Rafael |
Published in: |
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures. - Heidelberg [u.a.] : Physica-Verlag, ISBN 3-7908-0054-6. - 2003, p. 267-289
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Subject: | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Basler Akkord | Basel Accord |
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