Special issue on credit correlation : life after copulas
guest ed.: Alexander Lipton ...
| Alternative title: | Credit correlation : life after copulas |
|---|---|
| Year of publication: |
2007
|
| Other Persons: | Lipton, Alexander (contributor) |
| Publisher: |
Singapore [u.a.] : World Scientific |
| Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Kredit | Credit | Portfolio-Management | Portfolio selection | Derivat | Derivative |
| Extent: | S. 593- 761 graph. Darst. |
|---|---|
| Series: | International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007,4 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Sammelwerk ; Collection of articles of several authors ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Enth. 8 Beitr. |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003503331