scientific article; zbMATH DE number 5066128
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Publication:5493414
zbMath1104.91030MaRDI QIDQ5493414
Christian Bluhm, Ludger Overbeck
Publication date: 20 October 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
copulaportfolioexpected losshedgingMonte Carlo simulationsMarkov chaincredit riskexpected shortfalldefault probabilitycollateralized debt obligationsdefault basket
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10) Credit risk (91G40)
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