Title of article
Integrating market and credit risk: A simulation and optimisation perspective
Author/Authors
Norbert J. Jobst، نويسنده , , Gautam Mitra، نويسنده , , Stavros A. Zenios، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
26
From page
717
To page
742
Keywords
Default risk , credit risk , Asset and liability management , stochastic programming
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193843
Link To Document