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~isPartOf:"The Oxford handbook of credit derivatives"
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The Oxford handbook of credit derivatives
Mathematical finance : an international journal of mathematics, statistics and financial theory
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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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Markov Chain Models of Portfolio Credit Risk
Bielelcki, Tomasz R.
;
Crépey, Stéphane
;
Herbertsson, …
- In:
The Oxford handbook of credit derivatives
.
2012
Persistent link: https://www.econbiz.de/10012882005
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Markov chain models of portfolio credit risk
Bielecki, Tomasz R.
- In:
The Oxford handbook of credit derivatives
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(pp. 327-382)
.
2011
Persistent link: https://www.econbiz.de/10014565537
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