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~person:"Martin, Richard"
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Martin, Richard
Browne, Christopher
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Risk : managing risk in the world's financial markets
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Credit portfolio management: VAR: who contributes and how much? - Using saddle-point techniques for portfolio loss distributions by analytically deriving the sensitivity of VAR to...
Martin, Richard
;
Thompson, Kevin
;
Browne, Christopher
- In:
Risk : managing risk in the world's financial markets
14
(
2001
)
8
,
pp. 99-102
Persistent link: https://www.econbiz.de/10007042027
Saved in:
2
Credit portfolio management: How dependent are defaults? - A discussion of default rate volatility models in a conditional independence framework.
Martin, Richard
;
Thompson, Kevin
;
Browne, Christopher
- In:
Risk : managing risk in the world's financial markets
14
(
2001
)
7
,
pp. 87-90
Persistent link: https://www.econbiz.de/10007042217
Saved in:
3
CREDIT PORTFOLIO MODELLING: TAKING TO THE SADDLE - An analytical technique to construct the loss distribution of correlated events.
Martin, Richard
;
Thompson, Kevin
;
Browne, Christopher
- In:
Risk : managing risk in the world's financial markets
14
(
2001
)
6
,
pp. 91-94
Persistent link: https://www.econbiz.de/10007042657
Saved in:
4
A CREDIT RISK TOOLBOX - New ways of working out credit loss distribution for faster and more accurate testing.
Arvanitis, Angelo
;
Browne, Christopher
;
Gregory, Jon
; …
- In:
Risk : managing risk in the world's financial markets
11
(
1998
)
12
,
pp. 50-55
Persistent link: https://www.econbiz.de/10007060035
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