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Credit risk model with contagious default dependencies affected by macro-economic condition - MaRDI portal

Credit risk model with contagious default dependencies affected by macro-economic condition (Q2275829)

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Credit risk model with contagious default dependencies affected by macro-economic condition
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    Credit risk model with contagious default dependencies affected by macro-economic condition (English)
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    10 August 2011
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    finance
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    pricing
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    risk analysis
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    systems dynamics
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