Modeling sector correlations with CreditRisk+ : the commen background vector model
Matthias Fischer; Christian Dietz
| Year of publication: |
2011
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| Authors: | Fischer, Matthias ; Dietz, Christian |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 7.2011/12, 4, p. 23-43
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009932513