CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS (Q5422627)
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scientific article; zbMATH DE number 5205652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS |
scientific article; zbMATH DE number 5205652 |
Statements
CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS (English)
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29 October 2007
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correlated default
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default intensity
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total hazard construction
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copula function
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basket credit derivative
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