Modelling dependent defaults

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Author
Frey, Rüdiger
McNeil, Alexander J.
Date
2001
Type
    Report
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-a-004504297
Publication status
published
Editor
Eidgenössische Technische Hochschule Departement Mathematik Zürich
Publisher
ETH, Eidgenössische Technische Hochschule Zürich, Department of Mathematics
Subject
PORTFOLIOTHEORIE (OPERATIONS RESEARCH); MODELLIERUNG SPEZIFISCHER PROBLEME DER WIRTSCHAFT (OPERATIONS RESEARCH); PORTFOLIO SELECTION (OPERATIONS RESEARCH); MODELING OF SPECIFIC ASPECTS OF THE ECONOMY (OPERATIONS RESEARCH)
Organisational unit
02000 - Dep. Mathematik / Dep. of Mathematics
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