A new framework for dynamic credit portfolio loss modelling
Jakob Sidenius; Vladimir Piterbarg; Leif Andersen
| Year of publication: |
2008
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|---|---|
| Authors: | Sidenius, Jakob ; Piterbarg, Vladimir ; Andersen, Leif B. G. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 11.2008, 2, p. 163-197
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| Subject: | Derivat | Derivative | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003703072