Particle methods for the estimation of credit portfolio loss distributions
Year of publication: |
2010
|
---|---|
Authors: | Carmona, René ; Crépey, Stéphane |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 4, p. 577-602
|
Subject: | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Derivat | Derivative | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory |
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