مرکز منطقه ای اطلاع رساني علوم و فناوري - Integrating market and credit risk: A simulation and optimisation perspective

Title of article :

Integrating market and credit risk: A simulation and optimisation perspective

Author/Authors :

Norbert J. Jobst، نويسنده , , Gautam Mitra، نويسنده , , Stavros A. Zenios، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

717

To page :

742

Keywords :

Default risk , credit risk , Asset and liability management , stochastic programming

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193843

Link To Document :