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.

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Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (3) : 567-577. DOI: 10.12011/1000-6788(2015)3-567

Integrated risk measurement for defaultable bond portfolio based on three-factors intensity pricing model under credit crisis

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2015, 35(3): 567-577 https://doi.org/10.12011/1000-6788(2015)3-567

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