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Modeling default Correlation in a US retail portofolio



  ID Publisher : 0000019774
  Nama Jurnal : Program & Proceedings Book of APMAA 2015 Annual Conference: Management Accounting for Sustainable Development
  Pengarang : Dennis Bams, Magdalena Pisa, Christian C.P. Wolff
  Subjek : small business credit risk, default correlation, multiple defaults, factor models
  Edisi : 0 / 0 / 2015


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