An EVT primer for credit risk
Valérie Chavez-Demoulin and Paul Embrechts
| Year of publication: |
2011
|
|---|---|
| Authors: | Chavez-Demoulin, Valérie ; Embrechts, Paul |
| Published in: |
The Oxford handbook of credit derivatives. - Oxford [u.a.] : Oxford Univ. Press, ISBN 978-0-19-966948-6. - 2011, p. 500-532
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014565541