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An analytic approach to credit risk of large corporate bond and loan portfolios

  • A. Lucas
  • , P. Klaassen
  • , P.J.C. Spreij
  • , S.T.M. Straetmans

Research output: Working paper / PreprintWorking paperProfessional

409 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherFEWEB
Number of pages44
Publication statusPublished - 1999

Publication series

NameResearch Memorandum
No.1999-18

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