Hochreiter, Ronald. 2011. A Coupled Markov Chain model for Credit Portfolio Risk Management. 5th Workshop on Financial Markets and Risk, Obergurgl, Österreich, April 2011.
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Paper presented at an academic conference or symposium |
Language | English |
Title | A Coupled Markov Chain model for Credit Portfolio Risk Management |
Event | 5th Workshop on Financial Markets and Risk |
Year | 2011 |
Date | April 2011 |
Country | Austria |
Location | Obergurgl |
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- People
- Hochreiter, Ronald (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)