Estimating credit contagion in a standard factor model

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<dc:creator>Rösch, Daniel</dc:creator>
<dc:creator>Winterfeldt, Birker</dc:creator>
<dc:date>2008-08-15</dc:date>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/101927.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Estimating credit contagion in a standard factor model</dc:title>
<dc:relation xml:lang="es">En: Risk : risk management, derivatives, structured products. - Southwick, West Sussex : Incisive Financial Publishing, 2007- = ISSN 0952-8776. - 15/08/2008 Tomo 21 Número 8  - 2008</dc:relation>
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