Céline Roget

Credit Lyonnais Asset Management

75002 Paris

France

SCHOLARLY PAPERS

1

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573

SSRN CITATIONS

2

CROSSREF CITATIONS

8

Scholarly Papers (1)

1.

Maximum Likelihood Estimate of Default Correlations

Risk Magazine, November 2004.
Number of pages: 5 Posted: 27 Nov 2007
Lyxor Asset Management, affiliation not provided to SSRN, Credit Lyonnais Asset Management and Amundi Asset Management
Downloads 573 (50,523)
Citation 2

Abstract:

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default correlations, factor models