Calculating portfolio credit risk
Paul Glasserman
| Year of publication: |
2008
|
|---|---|
| Authors: | Glasserman, Paul |
| Published in: |
Financial engineering. - Amsterdam : Elsevier, ISBN 0-444-51781-2. - 2008, p. 437-470
|
| Subject: | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003567702