Interacting path systems for credit portfolio risk analysis
| hal.structure.identifier | Advanced Learning Evolutionary Algorithms [ALEA] | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | DEL MORAL, Pierre | |
| hal.structure.identifier | Laboratoire Jean Alexandre Dieudonné [JAD] | |
| dc.contributor.author | PATRAS, Frédéric | |
| dc.contributor.editor | D. Brigo | |
| dc.contributor.editor | T. Bielecki | |
| dc.contributor.editor | F. Patras | |
| dc.date.issued | 2010 | |
| dc.language.iso | en | |
| dc.publisher | Bloomberg Press | |
| dc.source.title | Recent advancements in the theory and practice of credit derivatives | |
| dc.title.en | Interacting path systems for credit portfolio risk analysis | |
| dc.type | Chapitre d'ouvrage | |
| dc.subject.hal | Mathématiques [math]/Statistiques [math.ST] | |
| dc.subject.hal | Statistiques [stat]/Théorie [stat.TH] | |
| bordeaux.page | to appear | |
| bordeaux.title.proceeding | Recent advancements in the theory and practice of credit derivatives | |
| hal.identifier | inria-00537891 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Non spécifiée | |
| hal.origin.link | https://hal.archives-ouvertes.fr//inria-00537891v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.btitle=Recent%20advancements%20in%20the%20theory%20and%20practice%20of%20credit%20derivatives&rft.date=2010&rft.spage=to%20appear&rft.epage=to%20appear&rft.au=DEL%20MORAL,%20Pierre&PATRAS,%20Fr%C3%A9d%C3%A9ric&rft.genre=unknown |
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