NORTA for portfolio credit risk (Q2288893)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NORTA for portfolio credit risk |
scientific article |
Statements
NORTA for portfolio credit risk (English)
0 references
20 January 2020
0 references
finance
0 references
portfolio credit risk
0 references
factor models
0 references
norta
0 references
numerical integration
0 references
Monte Carlo simulation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
