✦ LIBER ✦

A credit risk model for large dimensional portfolios with application to economic capital

✍ Scribed by Kaj Nyström; Jimmy Skoglund

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A PORTFOLIO MODEL FOR EVALUATING RISK IN

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A long-range planning model for large ca

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A risk index model for portfolio selecti

✍ Huang, Xiaoxia 📂 Article 📅 2012 🏛 Springer 🌐 English ⚖ 243 KB

A limit theorem for random matrices with

✍ Igor V. Evstigneev; Klaus Schürger 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 598 KB

Constructing a model hierarchy with back

✍ Guergachi, A.A.; Patry, G.G. 📂 Article 📅 2006 🏛 IEEE 🌐 English ⚖ 200 KB

A joint model for longitudinal data prof

✍ F. DuBois Bowman; Amita K. Manatunga 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 477 KB