The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing
Year of publication: |
[2021]
|
---|---|
Authors: | Arismendi-Zambrano, Juan ; Belitsky, Vladimir ; Amorim Sobreiro, Vinicius ; Kimura, Herbert |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Messung | Measurement | Statistische Verteilung | Statistical distribution | Kreditderivat | Credit derivative |
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