A generalized single common factor model of portfolio credit risk

Journal of Derivatives

Volumn 15, Issue 3, 2008, Pages 25-40

  Kupiec, Paul H ^a  

^a FEDERAL DEPOSIT INSURANCE CORPORATION   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 44249112106     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2008.702504     Document Type: Article

References (30)