Stochastic Evolution Equations in Portfolio Credit Modelling (Q5388678)

From MaRDI portal
scientific article; zbMATH DE number 6025776
Language Label Description Also known as
English
Stochastic Evolution Equations in Portfolio Credit Modelling
scientific article; zbMATH DE number 6025776

    Statements

    Stochastic Evolution Equations in Portfolio Credit Modelling (English)
    0 references
    0 references
    19 April 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    credit risk
    0 references
    structural models
    0 references
    empirical measure
    0 references
    stochastic partial differential equations
    0 references
    collateralized debt obligations
    0 references
    0 references
    0 references