On Correlation in Intensity Models

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

Original languageEnglish
Title of host publicationStructured Credit Products
EditorsWilliam Perraudin
Place of PublicationLondon
PublisherRisk Books
Publication date2004
Pages69-83
Publication statusPublished - 2004

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
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title = "On Correlation in Intensity Models",
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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

A2 - Perraudin, William

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