Work

Tail Approximations for Portfolio Credit Risk

Year: 2004

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.2004.450966

Author: Paul Glasserman

Institution: Columbia University

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2116687987

FWCI: 6.37

Cites: 11

Cited by: 49

Related to: 10