Copula-Dependent Default Risk in Intensity Models
Year of publication: |
2001-12-01
|
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Authors: | Schönbucher, Philipp J. ; Schubert, Dirk |
Publisher: |
Institut für Gesellschafts- und Wirtschaftswissenschaften <Bonn> / Statistische Abteilung |
Subject: | Statistik | Ausfallrisiko | Wirtschaftsstatistik | Economic statistics | Funktion |
Extent: | 299008 bytes 30 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G13 - Contingent Pricing; Futures Pricing ; Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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