Frey, Rüdiger, McNeil, Alexander, Nyfeler, M. 2001. Copulas and Credit Risk. Risk ---.
Tags
Press 'enter' for creating the tagPublication's profile
| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Journal article |
| Journal | Risk |
| WU-Journal-Rating new | VW-D |
| Language | English |
| Title | Copulas and Credit Risk |
| Year | 2001 |
| Page from | - |
| Page to | - |
Associations
- People
- Frey, Rüdiger (Details)
- External
- McNeil, Alexander
- Nyfeler, M
- Organization
- Institute for Statistics and Mathematics IN (Details)