Two models of stochastic loss given default
Year of publication: |
2012
|
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Authors: | Farinelli, Simone ; Shkolnikov, Mykhaylo |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 8.2012, 2, p. 3-20
|
Subject: | Kreditrisiko | Credit risk | Korrelation | Correlation | Theorie | Theory |
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