Applications of copula theory in credit risk (Q2886005)
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scientific article; zbMATH DE number 6040835
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Applications of copula theory in credit risk |
scientific article; zbMATH DE number 6040835 |
Statements
1 June 2012
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credit risk
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correlated default
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survival probability
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copula
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Applications of copula theory in credit risk (English)
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0.8255836367607117
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0.7895498871803284
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0.788433313369751
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