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| Chapter title |
Incorporating Default Correlations and Severity Variations
|
|---|---|
| Chapter number | 9 |
| Book title |
CreditRisk + in the Banking Industry
|
| Published by |
Springer, Berlin, Heidelberg, January 2004
|
| DOI | 10.1007/978-3-662-06427-6_9 |
| Book ISBNs |
978-3-64-205854-7, 978-3-66-206427-6
|
| Authors |
Nese Akkaya, Alexandre Kurth, Armin Wagner |