Credit Risk Models – Do They Deliver Their Promises? A...

Economic Notes 2003 Vol. 32; Iss. 2

Credit Risk Models – Do They Deliver Their Promises? A Quantitative Assessment

Gianluca Oderda, Michel M. Dacorogna, Tobias Jung
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Volume:
32
Year:
2003
Language:
english
Pages:
19
DOI:
10.1111/1468-0300.00110
File:
PDF, 155 KB
english, 2003
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