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Open Access

Peer-reviewed

Research Article

A Random Matrix Approach to Credit Risk

  • Michael C. Münnix ,

    Contributed equally to this work with: Michael C. Münnix, Rudi Schäfer

    michael@muennix.com

    Affiliation Faculty of Physics, University of Duisburg-Essen, Essen, Germany

    ⨯
  • Rudi Schäfer ,

    Contributed equally to this work with: Michael C. Münnix, Rudi Schäfer

    Affiliation Faculty of Physics, University of Duisburg-Essen, Essen, Germany

    ⨯
  • Thomas Guhr

    Affiliation Faculty of Physics, University of Duisburg-Essen, Essen, Germany

    ⨯

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