Limits of Implied Credit Correlation Metrics Before and During the Crisis

D Brigo, A Pallavicini, R Torresetti

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Original language	English
Title of host publication	Lessons from the Financial Crisis: Insights from the defining economic event of our lifetime
Publisher	Risk Books
Pages	1 - 1
Number of pages	1
Publication status	Published - 2011

Cite this

@inbook{66658ddd046b400abac392ec228a9d8c,

title = "Limits of Implied Credit Correlation Metrics Before and During the Crisis",

author = "D Brigo and A Pallavicini and R Torresetti",

year = "2011",

language = "English",

pages = "1 -- 1",

booktitle = "Lessons from the Financial Crisis: Insights from the defining economic event of our lifetime",

publisher = "Risk Books",

}