Compensator-based simulation of correlated defaults
Year of publication: |
2002
|
---|---|
Authors: | Giesecke, Kay |
Publisher: |
Berlin : Sonderforschungsbereich 373 |
Subject: | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Simulation | Zeit | Time | Theorie | Theory | Korrelation | Correlation |
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