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~person:"Herbertsson, Alexander"
~subject:"Portfolio-Management"
~subject:"World"
~type_genre:"Book section"
~type_genre:"Graue Literatur"
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Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
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Saddlepoint approximations for credit portfolio distributions with applications in equity risk management
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014518798
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Risk management of stock portfolios with jumps at exogenous default events
Herbertsson, Alexander
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2023
Persistent link: https://www.econbiz.de/10014431441
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A bottom-up dynamic model of portfolio credit risk : part I ; Markov copula perspective
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
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(pp. 25-49)
.
2014
Persistent link: https://www.econbiz.de/10010359909
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