Instantaneous Credit Risk Correlation
(2007) In Journal of Fixed Income 17(2). p.5-12
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1384500
- author
- Byström, Hans LU
- organization
- publishing date
- 2007
- 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
- 2025-04-04 13:52:04
@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}},
}