Measuring marginal risk contributions in credit portfolios (Q5400661)
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scientific article; zbMATH DE number 6265442
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring marginal risk contributions in credit portfolios |
scientific article; zbMATH DE number 6265442 |
Statements
Measuring marginal risk contributions in credit portfolios (English)
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4 March 2014
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credit risk
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risk measures
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financial modelling
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Monte Carlo methods
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numerical simulation
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