Quotation 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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Publication's profile

Status of publication Published
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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Hochreiter, Ronald (Details)
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Institute for Statistics and Mathematics IN (Details)
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