Integrated Market and Credit Portfolio Models
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Published By Gabler

9783834908759, 9783834996893

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Conclusions

Integrated Market and Credit Portfolio Models ◽

10.1007/978-3-8349-9689-3_6 ◽

2008 ◽

pp. 157-159

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On the Applicability of Fourier-Based Methods to Integrated Market and Credit Portfolio Models

Integrated Market and Credit Portfolio Models ◽

10.1007/978-3-8349-9689-3_4 ◽

2008 ◽

pp. 63-98

Keyword(s):

Credit Portfolio

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Introduction

Integrated Market and Credit Portfolio Models ◽

10.1007/978-3-8349-9689-3_1 ◽

2008 ◽

pp. 1-5

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Importance Sampling for Integrated Market and Credit Portfolio Models

Integrated Market and Credit Portfolio Models ◽

10.1007/978-3-8349-9689-3_5 ◽

2008 ◽

pp. 99-155

Keyword(s):

Importance Sampling ◽

Credit Portfolio

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Effects of Integrating Market Risk into Credit Portfolio Models

Integrated Market and Credit Portfolio Models ◽

10.1007/978-3-8349-9689-3_3 ◽

2008 ◽

pp. 19-61 ◽

Cited By ~ 4

Keyword(s):

Market Risk ◽

Credit Portfolio

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The Integrated Market and Credit Portfolio Model

Integrated Market and Credit Portfolio Models ◽

10.1007/978-3-8349-9689-3_2 ◽

2008 ◽

pp. 7-18 ◽

Cited By ~ 1

Keyword(s):

Credit Portfolio ◽

Credit Portfolio Model

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