A simulation environment for discontinuous portfolio value processes (Q2722288)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simulation environment for discontinuous portfolio value processes |
scientific article |
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A simulation environment for discontinuous portfolio value processes (English)
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11 July 2001
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default risk
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credit-spread curve
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risk-neutral pricing
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jump- diffusion process
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value-at-risk
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