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Result: A hierarchical Archimedean copula for portfolio credit risk modelling

Title:
A hierarchical Archimedean copula for portfolio credit risk modelling / Natalia Puzanova. Deutsche Bundesbank ; Eurosystem
Published:
Frankfurt, M. : Dt. Bundesbank, Press and Public Relations Div., 2011
Extent:
31 S. : graph. Darst. ; 30 cm
Format:
Book
Language:
English
Series/ Mutipart item:
Deutsche Bundesbank: Discussion paper : Ser. 2, Banking and financial studies ; 2011,14
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Notes:
Literaturangaben
Zusätzliches Online-Angebot unter http://www.bundesbank.de
Subject headings:
ISBN:
9783865587541
Local headings:
w12jan

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