Modeling joint defaults in correlation-sensitive instruments

Autor:	Juliusz Jabłecki, Dariusz Gątarek
Rok vydání:	2016
Předmět:	Economics and Econometrics 021103 operations research Computer science 0211 other engineering and technologies 02 engineering and technology 01 natural sciences Original research Correlation 010104 statistics & probability Econometrics Default 0101 mathematics Joint (geology) Finance Credit risk
Zdroj:	The Journal of Credit Risk. 12:15-42
ISSN:	1744-6619
DOI:	10.21314/jcr.2016.211
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::0416f13fc1927d451c4518770397b43f https://doi.org/10.21314/jcr.2016.211 Zobrazit plný text záznamu