Importance sampling for integrated market and credit portfolio models (Q953448): Difference between revisions
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Latest revision as of 09:44, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance sampling for integrated market and credit portfolio models |
scientific article |
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Importance sampling for integrated market and credit portfolio models (English)
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20 November 2008
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bottom-up approach
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credit risk
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importance sampling
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interest rate risk
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risk management
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value-at-risk
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