An analytic approach to credit risk of large corporate bond and loan portfolios

Authors
Publication date 2001
Journal Journal of Banking & Finance
Volume | Issue number 25
Pages (from-to) 1635-1664
Organisations
  • Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
Document type Article
Published at https://doi.org/10.1016/S0378-4266(00)00147-3
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