Credit models and the crisis : default cluster dynamics and the generalized Poisson loss model
Damiano Brigo; Andrew Pallavicini; Roberto Torresetti
| Year of publication: |
2010
|
|---|---|
| Authors: | Brigo, Damiano ; Pallavicini, Andrew ; Torresetti, Roberto |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 6.2010/11, 4, p. 39-81
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009932495