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

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scientific article; zbMATH DE number 5937697
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    Credit risk model with contagious default dependencies affected by macro-economic condition
    scientific article; zbMATH DE number 5937697

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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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