Calculating portfolio credit risk
Year of publication: |
2008
|
---|---|
Authors: | Glasserman, Paul |
Published in: |
Financial engineering. - Amsterdam : Elsevier, ISBN 0-444-51781-2. - 2008, p. 437-470
|
Subject: | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Monte-Carlo-Simulation | Monte Carlo simulation |
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