Special issue on credit correlation : life after Copulas
Alternative title: | Credit correlation |
---|---|
Year of publication: |
2007
|
Other Persons: | Lipton, Alexander (contributor) |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. Vol. 10, no. 4
|
Publisher: |
New Jersey [u.a.] : World Scientific |
Subject: | Kreditmanagement | Derivat <Wertpapier> | Mathematische Methode | Kongress | London <2007> |
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