Statistics
Publications
1
Citations
311
H-Index
1
Active since
2002
Affiliations
ETH Zurich(Current)
Dirk Schubert is an author at ETH Zurich specializing in copula-based dependence modeling, risk analysis, and credit risk.
Publications per year
2002–2002
1
1
Copula-Dependent Defaults in Intensity Models
Philipp Schönbucher, Dirk Schubert · SSRN Electronic Journal · 2002 · 311 citations · Full text
Business, Finance, Risk Management +13
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