Markov Chain Models of Portfolio Credit Risk
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: | Theorie | Theory | Kreditrisiko | Credit risk | Markov-Kette | Markov chain | Portfolio-Management | Portfolio selection |
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