en
{{ search | replaceEmpty }}

N°16-59: Dependent Defaults and Losses with Factor Copula Models, D. Ackerer and T. Vatter, 2016.

N°16-59: Dependent Defaults and Losses with Factor Copula Models, D. Ackerer and T. Vatter, 2016.

AuthorD. Ackerer and T. Vatter
Date6 Oct. 2016
CategoryWorking Papers
Linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=2853284

Swiss Finance Institute - Geneva

University of Geneva
42, Bd du Pont d`Arve
CH-1211 Geneva 4

Phone: +41 22 379 84 71
Fax: +41 22 379 84 77
E-mail: research@sfi.ch
  phd@sfi.ch

Swiss Finance Institute - Zurich

Walchestrasse 9
CH-8006 Zurich

Phone: +41 44 254 30 80
Fax: +41 44 254 30 85
E-mail: info@sfi.ch

Menu

© Swiss Finance Institute Stiftung
en