Contagion models a la carte: which one to choose? (Q5746772)
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scientific article; zbMATH DE number 6256482
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Contagion models a la carte: which one to choose? |
scientific article; zbMATH DE number 6256482 |
Statements
Contagion models a la carte: which one to choose? (English)
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8 February 2014
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correlation modelling
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contagion
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counterparty risk
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portfolio credit derivatives
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0.7867151
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0.7839735
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0.78113586
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0.7753197
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