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Instantaneous Credit Risk Correlation

Byström, Hans LU (2007) In Journal of Fixed Income 17(2). p.5-12
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Journal of Fixed Income
volume
17
issue
2
pages
5 - 12
publisher
Portfolio Management Research
ISSN
1059-8596
language
English
LU publication?
yes
id
ee79dd63-3180-468c-89f6-0f7b81dd2a21 (old id 1384500)
date added to LUP
2016-04-04 13:13:21
date last changed
2018-11-21 21:12:45
@article{ee79dd63-3180-468c-89f6-0f7b81dd2a21,
  author       = {{Byström, Hans}},
  issn         = {{1059-8596}},
  language     = {{eng}},
  number       = {{2}},
  pages        = {{5--12}},
  publisher    = {{Portfolio Management Research}},
  series       = {{Journal of Fixed Income}},
  title        = {{Instantaneous Credit Risk Correlation}},
  volume       = {{17}},
  year         = {{2007}},
}