Title of article
An analytic approach to credit risk of large corporate bond and loan portfolios
Author/Authors
Andre Lucas، نويسنده , , Pieter Klaassen، نويسنده , , Peter Spreij، نويسنده , , Stefan Straetmans، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
30
From page
1635
To page
1664
Keywords
credit risk , Factor model , skewness , Fat tails , Nonnormal factors , asymptotic analysis
Journal title
Journal of Banking and Finance
Serial Year
2001
Journal title
Journal of Banking and Finance
Record number
193301
Link To Document