Publisher
Infopro Digital Services Limited
Subject
Economics and Econometrics,Finance
Cited by
8 articles.
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1. Bibliography;Modelling Single-name and Multi-name Credit Derivatives;2015-08-28
2. Review of Equity-Credit Dependence Studies: Towards Building a Practical Equity-Credit Model for Counterparty Risk;SSRN Electronic Journal;2015
3. Analytic Dynamic Factor Copula Model;Credit Securitizations and Derivatives;2013-08-29
4. Random Factor Loading Model (for Portfolio Credit);Encyclopedia of Quantitative Finance;2010-05-15
5. Collateralized Debt Obligation (CDO) Options;Encyclopedia of Quantitative Finance;2010-05-15