| 000 | 00667nam a2200193Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aKuo, Cheng Kun and Lee, Chih Wei | ||
| 240 | _aJournal of Fixed Income (Q) | ||
| 245 | _aIntegrating market and credit risk using a simplified frailty default correlation structure | ||
| 246 | _f2007 | ||
| 260 | _c2007 | ||
| 300 |
_bV. 17 _cIssue. 1 _a48 to 58 |
||
| 366 | _b2007 | ||
| 366 | _bSummer | ||
| 520 | _aAn integrated market and credit risk model with frailty variables Deriving proportional hazard model with frailty factor | ||
| 650 | _aFinance | ||
| 653 | _aCredit;Hazard model;Risk model | ||
| 942 | _cJA | ||
| 999 |
_c46279 _d46279 |
||