Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk
Year of publication: |
2011
|
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Authors: | Deng, Shaojie |
Other Persons: | Giesecke, Kay (contributor) ; Lai, Tze (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Stichprobenerhebung | Sampling | Portfolio-Management | Portfolio selection | Monte-Carlo-Simulation | Monte Carlo simulation |
Extent: | 1 Online-Ressource (26 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 8, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1674204 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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