On correlation in intensity models
David Lando
| Year of publication: |
2004
|
|---|---|
| Authors: | Lando, David |
| Published in: |
Structured credit products : pricing, rating, risk management and Basel II. - London : Risk Books, ISBN 978-1-904339-26-7. - 2004, p. 69-83
|
| Subject: | Korrelation | Correlation | Kreditrisiko | Credit risk | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003283028