Autore: Matthias Gundlach

The conference on Random Dynamical Systems took place from April 28 to May 2, 1997, in Bremen and was organized by Matthias Gundlach and Wolfgang Kliemann with the help of th’itz Colonius and Hans Cr …

Credit Risk+ is an important and widely implemented default-mode model of portfolio credit risk, based on a methodology borrowed from actuarial mathematics. This book gives an account of the status q …