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 |
|---|---|
| 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)
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- Institute for Statistics and Mathematics IN (Details)