The limits of granularity adjustments
Year of publication: |
2014
|
---|---|
Authors: | Fermanian, Jean-David |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 45.2014, p. 9-25
|
Subject: | Credit portfolio model | Granularity adjustment | Value-at-risk | Fourier Transform | Theorie | Theory | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Risikomaß | Risk measure |
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