Large deviations in multifactor portfolio credit risk
Paul Glasserman; Wanmo Kang; Perwez Shahabuddin
| Year of publication: |
2007
|
|---|---|
| Authors: | Glasserman, Paul ; Kang, Wanmo ; Shahabuddin, Perwez |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 17.2007, 3, p. 345-379
|
| Subject: | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Verlust | Loss | Statistische Verteilung | Statistical distribution | 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/10003626548