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~isPartOf:"Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012"
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Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
The journal of computational finance
4
International Journal of Theoretical and Applied Finance (IJTAF)
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International journal of theoretical and applied finance
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Quantitative finance
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Review of derivatives research
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Risks
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The Oxford handbook of credit derivatives
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Applied Stochastic Models in Business and Industry
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Digital finance : smart data analytics, investment innovation, and financial technology
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Economics letters
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Finance and stochastics
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Financial engineering
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Green and social economy finance : a review
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Mathematical Finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematics and financial economics
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Paris Princeton lectures on mathematical finance
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Review of Derivatives Research
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Risk : managing risk in the world's financial markets
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The Moorad Choudhry Global Banking Series
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A bottom-up dynamic model of portfolio credit risk : part II ; common-shock interpretation, calibration and hedging issues
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 51-73)
.
2014
Persistent link: https://www.econbiz.de/10010359906
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A bottom-up dynamic model of portfolio credit risk : part I ; Markov copula perspective
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 25-49)
.
2014
Persistent link: https://www.econbiz.de/10010359909
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