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Recent advances in financial engineering 2012 / editors Akihiko Takahashi, The University of Tokyo, Japan, Yukio Muromachi, Tokyo Metropolitan University, Japan, Takashi Shibata, Tokyo Metropolitan University, Japan
1
A bottom-up dynamic model of portfolio credit risk
, In:part I ; Markov copula perspective
Exemplar:
BB WiWi: 11a swl 189/648
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Recent advances in financial engineering 2012 / editors Akihiko Takahashi, The University of Tokyo, Japan, Yukio Muromachi, Tokyo Metropolitan University, Japan, Takashi Shibata, Tokyo Metropolitan University, Japan
2
A bottom-up dynamic model of portfolio credit risk
, In:part II ; common-shock interpretation, calibration and hedg...
Exemplar:
BB WiWi: 11a swl 189/648
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The Oxford handbook of credit derivatives / ed. by Alexander Lipton and Andrew Rennie
3
Markov chain models of portfolio credit risk:
, In:Exemplar:
BB WiWi: 11a bwl 529/906