Modeling default correlation in a US retail loan portfolio

No full text

Available on ORBilu since
01 October 2013

Scientific presentation in universities or research centers (Scientific presentations in universities or research centers)

Pisa, Magdalena

2013

Permalink
https://hdl.handle.net/10993/7356

There are no file associated with this item.

Disciplines :

Finance

Author, co-author :

Pisa, Magdalena ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)

Language :

English

Title :

Modeling default correlation in a US retail loan portfolio

Publication date :

2013

Event name :

Seventh Annual Risk Management Conference

Event date :

from 11-07-2013 to 12-07-2013

Audience :

International

Number of views

43 (8 by Unilu)

Number of downloads

6 (1 by Unilu)