Eprint first made available on ORBilu (E-prints, Working papers and Research blog)
Modeling default correlation in a US retail loan portfolio
Pisa, Magdalena; Wolff, Christian; Bams, Dennis
2012
 

Files


Full Text
CoverWorkingPaperLSF_Modeling default correlation in a US retail loan portfolio_Bams_Pisa_Wolff.pdf
Author preprint (159.3 kB)
Request a copy

All documents in ORBilu are protected by a user license.

Send to



Details



Disciplines :
Finance
Author, co-author :
Pisa, Magdalena ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Wolff, Christian ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Bams, Dennis
Language :
English
Title :
Modeling default correlation in a US retail loan portfolio
Publication date :
2012
Available on ORBilu :
since 28 October 2013

Statistics


Number of views
45 (1 by Unilu)
Number of downloads
0 (0 by Unilu)

Bibliography


Similar publications



Contact ORBilu