Library
search
Press enter to search in title/abstract
in title/abstract
in authors
local_library
Repository
MM
MAM Mesters
Academic Work (2)
Journal article (2)
Sort by descending (newest to oldest)
Sort by ascending (oldest to newest)
2 records found
1
Computation of VaR and VaR contribution in the Vasicek portfolio credit loss model: a comparative study
Journal article (2007) -
X Huang (author)
,
C.W. Oosterlee (author)
,
Cornelis W. Oosterlee (author)
,
MAM Mesters (author)
Computation of VaR and VaR contribution in the Vasicek portfolio credit loss model: a comparative study
Journal article (2007) -
X Huang (author)
,
C.W. Oosterlee (author)
,
Cornelis W. Oosterlee (author)
,
MAM Mesters (author)
