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Resultaat 1 - 2 (van 2)
X. Huang | C.W. Oosterlee Adaptive integration for multi-factor portfolio credit loss models
Non-fictie
Engels | 26 pagina's | Delft University of Technology, Delft | 2007
Gedrukt boek
X. Huang | C.W. Oosterlee | M.A.M. Mesters Computation of VaR and VaR contribution in the Vasicek portfolio credit loss model
a comparitive study
Non-fictie
Engels | 17 pagina's | Delft University of Technology, Delft | 2007
Gedrukt boek