Tracking bond indices in an integrated market and credit risk environment (Q4647251): Difference between revisions

@@ Property / cites work @@
+Credit risk optimization with conditional Value-at-Risk criterion
+Normal rank
@@ Property / cites work @@
+Credit risk: Modelling, valuation and hedging
@@ Property / cites work: Credit risk: Modelling, valuation and hedging / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Integrated simulation and optimization models for tracking international fixed income indices
+Normal rank
@@ Property / cites work @@
+On the simulation of portfolios of interest rate and credit risk sensitive securities
+Normal rank
@@ Property / cites work @@
+On Cox processes and credit risky securities
@@ Property / cites work: On Cox processes and credit risky securities / rank @@
+Normal rank
@@ Property / cites work @@
+Capturing the Correlations of Fixed-income Instruments
+Normal rank
@@ Property / cites work @@
+Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities
+Normal rank
@@ Property / cites work @@
+Dynamic models for fixed-income portfolio management under uncertainty
+Normal rank