t分布2ファクターモデルを用いた中小企業CLOのデフォルト依存関係の分析
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Bibliographic Record
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- Material Type
- 図書
- Author/Editor
- 吉規, 寿郎中川, 秀敏
- Author Heading
- Publication, Distribution, etc.
- Publication Date
- 2010-03
- Publication Date (W3CDTF)
- 2010-03
- Periodical title
- ジャフィージャーナル：金融工学と市場計量分析「定量的信用リスク評価とその応用」
- Pages
- 117-165
- Text Language Code
- jpn