Haar wavelets-based approach for quantifying credit portfolio losses (Q5245913)
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scientific article; zbMATH DE number 6426104
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Haar wavelets-based approach for quantifying credit portfolio losses |
scientific article; zbMATH DE number 6426104 |
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Haar wavelets-based approach for quantifying credit portfolio losses (English)
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16 April 2015
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wavelets in finance
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value at risk
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portfolio management
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credit risk
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quantitative finance techniques
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mathematical finance
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risk measures
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