Credit Risk Models I: Default Correlation in Intensity Models
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- Joël Bessis, 2009. "Risk Management in Banking," Post-Print hal-00494876, HAL.
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This paper has been announced in the following NEP Reports:- NEP-FMK-2006-10-07 (Financial Markets)
- NEP-RMG-2006-10-07 (Risk Management)
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