Correlated default processes : a criterion-based copula approach
Sanjiv R. Das and Gary Geng
| Year of publication: |
2008
|
|---|---|
| Authors: | Das, Sanjiv R. ; Geng, Gary |
| Published in: |
Credit risk : models, derivatives, and management. - Boca Raton, Fla [u.a.] : CRC Press, ISBN 1-58488-994-2. - 2008, p. 347-375
|
| Subject: | Multivariate Verteilung | Multivariate distribution | Korrelation | Correlation | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Theorie | Theory |
| 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/10003718543