Pages that link to "Item:Q4683088"
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The following pages link to A factor contagion model for portfolio credit derivatives (Q4683088):
Displaying 4 items.
- A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
- Scenario analysis for derivative portfolios via dynamic factor models (Q4991043) (← links)
- Credit Contagion in a Long Range Dependent Macroeconomic Factor Model (Q5198557) (← links)
- (Q5499379) (← links)