A Markov copula model of portfolio credit risk with stochastic intensities and random recoveries
- Författare
- (Tomasz R. Bielecki, Areski Cousin, Stéphane Crépey and Alexander Herbertsson)
- Språk
- Engelska
| Förlag | År | Ort | Om boken | ISBN |
|---|---|---|---|---|
| Department of Economics, School of Business, Economics and Law, University of Gothenburg | 2012 | Sverige, Göteborg | 20 sidor. |