Work

Markov Chain Models of Portfolio Credit Risk

Year: 2012

Type: book-chapter

Source: Oxford University Press eBooks

DOI: 10.1093/oxfordhb/9780199546787.013.0010

Authors: Tomasz R. Bielelcki, Stéphane Crépey, Alexander Herbertsson

Institutions: Illinois Institute of Technology, University of Gothenburg

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W283259809

FWCI: 15.65

Cites: 52

Cited by: 24

Related to: 10