Markov chain models of portfolio credit risk
Tomasz R. Bielecki, Stéphane Crépey and Alexander Herbertsson
| Year of publication: |
2011
|
|---|---|
| Authors: | Bielecki, Tomasz R. ; Crépey, Stéphane ; Herbertsson, Alexander |
| Published in: |
The Oxford handbook of credit derivatives. - Oxford [u.a.] : Oxford Univ. Press, ISBN 978-0-19-966948-6. - 2011, p. 327-382
|
| Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Markov-Kette | Markov chain | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008858174