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source:"econis"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Fischer, Matthias"
~person:"Gatarek, Dariusz"
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The journal of credit risk : published quarterly by Incisive Media
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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A credit portfolio framework under dependent risk parameters : probability of default, loss given default and exposure at default
Eckert, Johanna
;
Jakob, Kevin
;
Fischer, Matthias
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011566295
Saved in:
2
Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
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