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2007 Enterprise Risk Management Symposium: Integrated Risk Measurement for Portfolio of Various Assets at Continuous Time Horizons
credit risk models mainly aimed to deal with individual defaults. There are two classes of such models: ... illustrated their model with a very simple example - an individual foreign exchange contract, they did show us the ...- Authors: Ng Kah Hwa
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM