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TOMASZ, ALEXANDER
3  Ergebnisse:
Buchkapitel (Print) X
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1

A bottom-up dynamic model of portfolio credit risk 

, In: 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
part I ; Markov copula perspective 
Cousin, Areski ; Herbertsson, Alexander ; Bielecki, Tomasz R... (2014)  - p. 25-49
Exemplar:  BB WiWi: 11a swl 189/648
 
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2

A bottom-up dynamic model of portfolio credit risk 

, In: 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
part II ; common-shock interpretation, calibration and hedg... 
Cousin, Areski ; Herbertsson, Alexander ; Bielecki, Tomasz R... (2014)  - p. 51-73
Exemplar:  BB WiWi: 11a swl 189/648
 
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3

Markov chain models of portfolio credit risk:

, In: The Oxford handbook of credit derivatives / ed. by Alexander Lipton and Andrew Rennie
Bielecki, Tomasz R. ; Herbertsson, Alexander ; Crépey, Stéphane. (2011)  - p. 327-382
Exemplar:  BB WiWi: 11a bwl 529/906
 
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