One-Factor Copula-Based Model for Credit Portfolio
- Authors
- A Altman
- Andrea Prampolini
- Anna Kalemanova
- Anna Schlosser
- Bcbs
- Bcbs
- Creditsuisse
- D Sundararjan
- David Rupper
- Eugene Lukacs
- Francesco Diurni
- Greg Gupton
- H A Priestley
- Harish Parthasarathy
- J Gil-Pelaez
- J Gregory
- J.-J Hwang
- Ji?� Witzany
- Ji?� Witzany
- Ji?� Witzany
- Jie Zhang
- John Hull
- Jon Frye
- Jon Gregory
- K L Chung
- Marek Kolman
- Mario Melchiori
- Mark S Joshi
- Martin Krekel
- Matthias Neugebauer
- Michael Pykhtin
- Oldrich Vasicek
- Peter Crosbie
- Salah Amaraoui
- Svetlozar Rachev
- Umberto Cherubini
- X Burtschell
- X David
- Yang Yi
- Publication date
- 1 January 2012
- Publisher
- 'Elsevier BV'
- Doi