Modelling credit portfolio correlation skew and stochastic recovery rates

Modelling credit portfolio correlation skew and stochastic recovery rates

Bibliographic Details
Main Author: Chang, Feng
Published: Imperial College London 2008
Subjects:
332.64570113
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.445331

Internet

http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.445331

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