Integrating market and credit risk using a simplified frailty default correlation structure
Year of publication: |
2007
|
---|---|
Authors: | Kuo, Cheng-kun ; Lee, Chih-Wei |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 17.2007, 1, p. 48-58
|
Subject: | Kreditrisiko | Credit risk | Risikomaß | Risk measure | Anleihe | Bond | Theorie | Theory | USA | United States | 1982-2005 |
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