On a Spread Model for Portfolio Credit Risk Modeling

TitleOn a Spread Model for Portfolio Credit Risk Modeling
Publication TypeConference Paper
Year of Publication2015
AuthorsEsquivel ML, Guerreiro GR, Fernandes JM, Silva AF
EditorSimos TE, Tsitouras C}
Conference NamePROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014)
ISBN Number978-0-7354-1287-3
DOI10.1063/1.4912750