Impact of Correlated Default Risk on Credit Portfolios
- 31 December 2001
- journal article
- Published by With Intelligence LLC in The Journal of Fixed Income
- Vol. 11 (3) , 9-19
- https://doi.org/10.3905/jfi.2001.319301
Abstract
No abstract availableThis publication has 2 references indexed in Scilit:
- Risk and Valuation of Collateralized Debt ObligationsCFA Magazine, 2001
- Understanding Relationships Using CopulasNorth American Actuarial Journal, 1998