Systematic credit risk : CDX index correlation and extreme dependence
Year of publication: |
2008
|
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Authors: | Aboura, Sofiane ; Wagner, Niklas |
Published in: |
Credit risk : models, derivatives, and management. - Boca Raton, Fla [u.a.] : CRC Press, ISBN 1-58488-994-2. - 2008, p. 377-390
|
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Korrelation | Correlation |
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