Work

Credit Risk Models I: Default Correlation in Intensity Models

Year: 2006

Type: preprint

Source: RePEc: Research Papers in Economics

Author: Abel Elizalde

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1521308173

Cites: 51

Cited by: 40

Related to: 10