Portfolio Credit Risk: Top-Down versus Bottom-Up Approaches
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Publisher
John Wiley & Sons, Inc.
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/9781118266915.ch10/fullpdf
Reference44 articles.
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4. Brigo , D. A. Pallavicini R. Torresetti 2006 Calibration of CDO tranches with the dynamical generalized-Poisson loss model
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