On Default Correlation
Author:
- David X. LiDLDavid X. Li
- 31 March 2000
- journal article
- Published by With Intelligence LLC in The Journal of Fixed Income
- Vol. 9 (4) , 43-54
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Understanding Relationships Using CopulasNorth American Actuarial Journal, 1998
- Default Correlation and Credit AnalysisThe Journal of Fixed Income, 1995
- On the Pricing of Corporate Debt: The Risk Structure of Interest RatesThe Journal of Finance, 1974
- Some Concepts of DependenceThe Annals of Mathematical Statistics, 1966