5. Modeling Heterogeneity of Credit Portfolios: A Top-Down Approach
Published Online: 7 SEP 2012
Copyright © 2011 Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras. All rights reserved.
Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity
How to Cite
Bielecki, T. R., Brigo, D. and Patras, F. (2011) Modeling Heterogeneity of Credit Portfolios: A Top-Down Approach, in Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118531839.ch5
- Published Online: 7 SEP 2012
- Published Print: 24 JAN 2011
Print ISBN: 9781576603581
Online ISBN: 9781118531839
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Chapter for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!