Factor Models: Portfolio Credit Risks When Defaults are Correlated

Autor:	SCHÖNBUCHER, PHILIPP J.
Zdroj:	The Journal of Risk Finance, 2001, Vol. 3, Issue 1, pp. 45-56.
Databáze:	Emerald Insight
Externí odkaz:	http://www.emeraldinsight.com/doi/10.1108/eb043482 Zobrazit plný text záznamu