Reference : Modeling default correlation in a US retail loan portfolio
E-prints/Working papers : First made available on ORBilu
Business & economic sciences : Finance
http://hdl.handle.net/10993/9527
Modeling default correlation in a US retail loan portfolio
English
Pisa, Magdalena mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Wolff, Christian mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Bams, Dennis []
2012
Yes
http://hdl.handle.net/10993/9527

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