On Correlation in Intensity Models

Publikation: Kapitel i bog/rapport/konferenceprocesBidrag til bog/antologiForskning

SprogEngelsk
TitelStructured Credit Products
RedaktørerWilliam Perraudin
Udgivelses stedLondon
ForlagRisk Books
Dato2004
Sider69-83
StatusUdgivet - 2004

Bibliografisk note

Opstilling: 336.764 str
Løbe nr.: 048594

Emneord

  • CDO
  • Finansielle instrumenter
  • Kreditrisiko
  • Obligationer

Citer dette

Lando, D. (2004). On Correlation in Intensity Models. I W. Perraudin (red.), Structured Credit Products (s. 69-83). London: Risk Books.
Lando, David. / On Correlation in Intensity Models. Structured Credit Products. red. / William Perraudin. London : Risk Books, 2004. s. 69-83
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title = "On Correlation in Intensity Models",
keywords = "CDO, Finansielle instrumenter, Kreditrisiko, Obligationer",
author = "David Lando",
note = "Opstilling: 336.764 str L{\o}be nr.: 048594",
year = "2004",
language = "English",
pages = "69--83",
editor = "William Perraudin",
booktitle = "Structured Credit Products",
publisher = "Risk Books",

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Lando, D 2004, On Correlation in Intensity Models. i W Perraudin (red.), Structured Credit Products. Risk Books, London, s. 69-83.

On Correlation in Intensity Models. / Lando, David.

Structured Credit Products. red. / William Perraudin. London : Risk Books, 2004. s. 69-83.

Publikation: Kapitel i bog/rapport/konferenceprocesBidrag til bog/antologiForskning

TY - CHAP

T1 - On Correlation in Intensity Models

AU - Lando,David

N1 - Opstilling: 336.764 str Løbe nr.: 048594

PY - 2004

Y1 - 2004

KW - CDO

KW - Finansielle instrumenter

KW - Kreditrisiko

KW - Obligationer

M3 - Book chapter

SP - 69

EP - 83

BT - Structured Credit Products

PB - Risk Books

CY - London

ER -

Lando D. On Correlation in Intensity Models. I Perraudin W, red., Structured Credit Products. London: Risk Books. 2004. s. 69-83.