Modeling default correlation in a US retail loan portfolio

Reference : Modeling default correlation in a US retail loan portfolio


	Document type :	Scientific Presentations in Universities or Research Centers : Scientific presentation in universities or research centers
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/6748

Title :	Modeling default correlation in a US retail loan portfolio
Language :	English
Author, co-author :	Pisa, Magdalena [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Publication date :	2012
Audience :	International
Event name :	Mathematical Finance Days 2012
Event date :	2012
Event country :	Montréal
Permalink :	http://hdl.handle.net/10993/6748

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