On Correlation in Intensity Models

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

LanguageEnglish
Title of host publicationStructured Credit Products
EditorsWilliam Perraudin
Place of PublicationLondon
PublisherRisk Books
Date2004
Pages69-83
StatePublished - 2004

Keywords

    Cite this

    Lando, D. (2004). On Correlation in Intensity Models. In W. Perraudin (Ed.), Structured Credit Products (pp. 69-83). London: Risk Books.
    Lando, David. / On Correlation in Intensity Models. Structured Credit Products. editor / William Perraudin. London : Risk Books, 2004. pp. 69-83
    @inbook{ed792e70c02011db9769000ea68e967b,
    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",

    }

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

    On Correlation in Intensity Models. / Lando, David.

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

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

    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. In Perraudin W, editor, Structured Credit Products. London: Risk Books. 2004. p. 69-83.