PORTFOLIO CREDIT RISK MEASUREMENT USING IMPORTANCE SAMPLING

Bachelor's

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Bibliographic Details
Main Author: LIU LU
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/203725
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Institution: National University of Singapore
id sg-nus-scholar.10635-203725
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spelling sg-nus-scholar.10635-2037252021-10-18T03:24:15Z PORTFOLIO CREDIT RISK MEASUREMENT USING IMPORTANCE SAMPLING LIU LU MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-18T01:32:45Z 2021-10-18T01:32:45Z 2007 LIU LU (2007). PORTFOLIO CREDIT RISK MEASUREMENT USING IMPORTANCE SAMPLING. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203725
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description Bachelor's
author2 MATHEMATICS
author_facet MATHEMATICS
LIU LU
author LIU LU
spellingShingle LIU LU
PORTFOLIO CREDIT RISK MEASUREMENT USING IMPORTANCE SAMPLING
author_sort LIU LU
title PORTFOLIO CREDIT RISK MEASUREMENT USING IMPORTANCE SAMPLING
title_short PORTFOLIO CREDIT RISK MEASUREMENT USING IMPORTANCE SAMPLING
title_full PORTFOLIO CREDIT RISK MEASUREMENT USING IMPORTANCE SAMPLING
title_fullStr PORTFOLIO CREDIT RISK MEASUREMENT USING IMPORTANCE SAMPLING
title_full_unstemmed PORTFOLIO CREDIT RISK MEASUREMENT USING IMPORTANCE SAMPLING
title_sort portfolio credit risk measurement using importance sampling
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/203725
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