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Risk : managing risk in the world's financial markets
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Credit risk: Maximum likelihood estimate of default correlations - Estimating asset correlations is difficult. The authors present a tractable version of the multi-factor Merton mo...
Demey, Paul
;
Jouanin, Jean-Frédéric
;
Roget, Céline
; …
- In:
Risk : managing risk in the world's financial markets
17
(
2004
)
11
,
pp. 104-109
Persistent link: https://www.econbiz.de/10007025245
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