A bottom-up dynamic model of portfolio credit risk part II ; common-shock interpretation, calibration and hedging issues

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Bibliographische Detailangaben
Veröffentlicht in:	International Workshop on Finance (2012 : Tokio) Recent advances in financial engineering 2012
Weitere Verfasser:	Bielecki, Tomasz R. (BerichterstatterIn), Cousin, Areski (BerichterstatterIn), Crépey, Stéphane (BerichterstatterIn), Herbertsson, Alexander (BerichterstatterIn)
Pages:	2012
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2014
Schlagworte:	Aufsatz im Buch
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