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Finger, Christopher C.
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Kim, Jongwoo
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Frontiers in credit risk : concepts and techniques for applied credit risk measurement
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Innovations in risk management : seminal papers from the Journal of Risk
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A stress test to incorporate correlation breakdown
Kim, Jongwoo
;
Finger, Christopher C.
- In:
Frontiers in credit risk : concepts and techniques for …
,
(pp. 119-135)
.
2003
Persistent link: https://www.econbiz.de/10001739599
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A stress test to incorporate correlation breakdown
Kim, Jongwoo
;
Finger, Christopher C.
- In:
Innovations in risk management : seminal papers from …
,
(pp. 319-337)
.
2004
Persistent link: https://www.econbiz.de/10002600350
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