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~person:"Herbertsson, Alexander"
~subject:"Markov-Kette"
~type_genre:"Book section"
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Markov-Kette
Credit risk
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Herbertsson, Alexander
Crépey, Stéphane
3
Bielecki, Tomasz R.
2
Sass, Jörn
2
Zagst, Rudi
2
Aigner, Philipp
1
Angelelli, Enrico
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Bielelcki, Tomasz R.
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The Oxford handbook of credit derivatives
2
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
1
The credit derivatives handbook : global perspectives, innovations, and market drivers
1
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ECONIS (ZBW)
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Markov chain models of portfolio credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Herbertsson, …
- In:
The Oxford handbook of credit derivatives
,
(pp. 327-382)
.
2011
Persistent link: https://www.econbiz.de/10008858174
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2
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 : …
,
(pp. 25-49)
.
2014
Persistent link: https://www.econbiz.de/10010359909
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3
Default contagion in large homogeneous portfolios
Herbertsson, Alexander
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 303-334)
.
2008
Persistent link: https://www.econbiz.de/10003748427
Saved in:
4
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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