Markov chain models of portfolio credit risk
Year of publication: |
2011
|
---|---|
Authors: | Bielecki, Tomasz R. |
Other Persons: | Crépey, Stéphane (contributor) ; Herbertsson, Alexander (contributor) |
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 |
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