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Credit correlation

Additional authors: Lipton, Alexander. | Rennie, Andrew, -- 1968- | ebrary, Inc.

Published by : World Scientific, (New Jersey :) Physical details: vii, 169 p. : ill.

Subject(s): Credit derivatives. | Electronic books.

Year: 2008

Online resources:

http://site.ebrary.com/lib/rucke/Doc?id=10255687
- An electronic book accessible through the World Wide Web; click to view

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Reprinted from the International journal of theoretical and applied finance, v. 10, no. 4 (June 2007).

Includes bibliographical references.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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