First Steps in Hybrid-Monte Carlo Methods for Credit Risk Management

Lucia Del Chicca

Research output: Chapter in Book/Report/Conference proceeding › Conference proceedings › peer-review

Original language	English
Title of host publication	Proceedings of the 13th - Finance, Risk and Accounting Perspectives conference
Editors	Othmar M. Lehner, Richard Harrison
Pages	167-178
Number of pages	12
Publication status	Published - 2014

Fields of science

@inproceedings{1e4933e6d11d42ca9ff52e4f6200b94f,

title = "First Steps in Hybrid-Monte Carlo Methods for Credit Risk Management",

author = "{Del Chicca}, Lucia",

year = "2014",

language = "English",

pages = "167--178",

editor = "{Othmar M. Lehner, Richard Harrison}",

booktitle = "Proceedings of the 13th - Finance, Risk and Accounting Perspectives conference",

}