On default correlation : a Copula function approach
Year of publication: |
2000
|
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Authors: | Li, David |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 9.2000, 4, p. 43-54
|
Subject: | Derivat | Derivative | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Theorie | Theory |
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