Integrating market and credit risk: A simulation and optimisation perspective
Year of publication: |
2006
|
---|---|
Authors: | Jobst, Norbert J. ; Mitra, Gautam ; Zenios, Stauros Andrea |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 2, p. 717-742
|
Subject: | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
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