Importance sampling for integrated market and credit portfolio models (Q953448): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:40, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance sampling for integrated market and credit portfolio models |
scientific article |
Statements
Importance sampling for integrated market and credit portfolio models (English)
0 references
20 November 2008
0 references
bottom-up approach
0 references
credit risk
0 references
importance sampling
0 references
interest rate risk
0 references
risk management
0 references
value-at-risk
0 references
