Integrated risk measurement for defaultable bond portfolio based on three-factors intensity pricing model under credit crisis
CHEN Rong-da, LI Wen-long, HE Yun-xin, BAO Wei-wei
Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (3) : 567-577.
Integrated risk measurement for defaultable bond portfolio based on three-factors intensity pricing model under credit crisis
{{custom_ref.label}} |
{{custom_citation.content}}
{{custom_citation.annotation}}
|
/
〈 | 〉 |