author = { Erlenmaier, Ulrich AND Gersbach, Hans },

title = { Default probabilities and default correlations },

edition = { First Version: April 2000, This Version: October 2001 } ,

publisher = {Deutsche Bank Research},

keywords = { Kreditrisiko , Portfolio-Management , Optionspreistheorie , Theorie , Varianzanalyse , Korrelation , Graue Literatur , Arbeitspapier },

year = {2001},

booktitle = {Research notes in economics & statistics ; 01-5 ; Quantitative analysis ; Economics},

address = { Frankfurt a. M. },

url = { http://slubdd.de/katalog?TN_libero_mab2 }