Markov Chain Models of Portfolio Credit Risk
Tomasz R. Bielelcki, Stéphane Crépey, Alexander Herbertsson
| Year of publication: |
2012
|
|---|---|
| Authors: | Bielelcki, Tomasz R. ; Crépey, Stéphane ; Herbertsson, Alexander |
| Published in: |
The Oxford handbook of credit derivatives. - Oxford : Oxford Univ. Press, ISBN 978-0-19-174358-0. - 2012
|
| Subject: | Markov-Kette | Markov chain | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1093/oxfordhb/9780199546787.013.0010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012882005