(Preface) Credit Correlation : Life after Copulas
Year of publication: |
2009
|
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Authors: | Lipton, Alexander ; Rennie, Andrew |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Kredit | Credit | Portfolio-Management | Portfolio selection | Derivat | Derivative |
Extent: | 1 Online-Ressource (1 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Theoretical and Applied Finance, Vol. 10, No. 4, 2007 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 28, 2007 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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