Background filtrations and canonical loss processes for top-down models of portfolio credit risk
Philippe Ehlers; Philipp J. Schönbucher
| Year of publication: |
2009
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|---|---|
| Authors: | Ehlers, Philippe ; Schönbucher, Philipp J. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 13.2009, 1, p. 79-103
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| Subject: | Kapitaleinkommen | Capital income | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | 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://www.econbiz.de/10003939478