[WORLD SCIENTIFIC International Workshop on Finance 2012 - The University of Tokyo, Japan (30 – 31 October 2012)] Recent Advances in Financial Engineering 2012 - 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, Herbertsson, AlexanderLanguage:
english
DOI:
10.1142/9789814571647_0003
File:
PDF, 507 KB
english