مرکز منطقه ای اطلاع رساني علوم و فناوري

Title of article :

Saddlepoint approximation of CreditRisk+

Author/Authors :

Michael B. Gordy، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

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

Link To Document :