Title of article

Saddlepoint approximation of CreditRisk+

Author/Authors

Michael B. Gordy، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2002

Pages

19

From page

1335

To page

1353

Keywords

Approximation of quantiles , Portfolio credit risk , value at risk

Journal title

Journal of Banking and Finance

Serial Year

2002

Journal title

Journal of Banking and Finance

Record number

193394