Universidad Complutense de Madrid
E-Prints Complutense

Sensitivity Analysis of a Default Time Model for Credit Risk Portfolio Management

Impacto

Downloads

Downloads per month over past year



Abella Muñoz, Rebeca and Armero Huertas, Ismael and Ivorra, Benjamin and Ramos del Olmo, Ángel Manuel (2010) Sensitivity Analysis of a Default Time Model for Credit Risk Portfolio Management. Prepublicaciones del Departamento de Matemática Aplicada (16). p. 43. (Submitted)

[img]
Preview
PDF
18MB

Official URL: http://www.mat.ucm.es/deptos/ma/prepublicaciones/2010/2010-16p.pdf


URLURL Type
http://www.mat.ucm.es/deptos/ma/UNSPECIFIED




Item Type:Article
Subjects:Sciences > Mathematics > Operations research
Social sciences > Economics > Econometrics
ID Code:29146
Deposited On:11 Mar 2015 10:02
Last Modified:12 Dec 2018 15:07

Origin of downloads

Repository Staff Only: item control page