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One-Factor Copula-Based Model for Credit Portfolio

Authors
  1. A Altman
  2. Andrea Prampolini
  3. Anna Kalemanova
  4. Anna Schlosser
  5. Bcbs
  6. Bcbs
  7. Creditsuisse
  8. D Sundararjan
  9. David Rupper
  10. Eugene Lukacs
  11. Francesco Diurni
  12. Greg Gupton
  13. H A Priestley
  14. Harish Parthasarathy
  15. J Gil-Pelaez
  16. J Gregory
  17. J.-J Hwang
  18. Ji?� Witzany
  19. Ji?� Witzany
  20. Ji?� Witzany
  21. Jie Zhang
  22. John Hull
  23. Jon Frye
  24. Jon Gregory
  25. K L Chung
  26. Marek Kolman
  27. Mario Melchiori
  28. Mark S Joshi
  29. Martin Krekel
  30. Matthias Neugebauer
  31. Michael Pykhtin
  32. Oldrich Vasicek
  33. Peter Crosbie
  34. Salah Amaraoui
  35. Svetlozar Rachev
  36. Umberto Cherubini
  37. X Burtschell
  38. X David
  39. Yang Yi
Publication date
1 January 2012
Publisher
'Elsevier BV'
Doi

    Abstract

    Abstract is not available.

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      Last time updated on 27/11/2020

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