全部版块 我的主页
论坛 金融投资论坛 六区 金融学(理论版)
2669 0
2008-10-23

258966.rar
大小:(6.67 MB)

只需: 5 个论坛币  马上下载


A credit risk model for large dimensional portfolios with application to economic capital

Business collateral and personal commitments in SME lending

Credit portfolios: What defines risk horizons and risk measurement?

Credit risk—A structural model with jumps and correlations

Evaluating credit risk models

Importance sampling for integrated market and credit portfolio models

On the parameterization of the CreditRisk+ model for estimating credit portfolio risk

Ratings-based credit risk modelling:An empirical analysis

Risk assessment for credit portfolios:A coupled Markov chain model

Risk management in credit risk portfolios with correlated assets

Analytical methods for hedging systematic credit risk with linear

factor portfolios

The delivery option in credit default swaps

The effects of estimation error on measures of portfolio credit risk

The credit risk in SME loans portfolios:Modeling issues, pricing, and capital

VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights

对这方面感兴趣的朋友可以下!比较值

二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群