In search of a grand unifying theory

By Tomasz Bielecki, Areski Cousin, Stéphane Crépey and Alexander Herbertsson

Wednesday, July 03, 2013

Tomasz Bielecki, Areski Cousin, Stéphane Crépey and Alexander Herbertsson describe the construction of a model that aims to make credit correlation work bottom-up and top-down

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