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dc.contributor | Universitat de Barcelona |
---|---|
dc.contributor.author | Colldeforns Papiol, Gemma |
dc.contributor.author | Ortiz Gracia, Luis |
dc.contributor.author | Oosterlee, C. W. (Cornelis W.) |
dc.date | 2019-09-26T11:30:55Z |
dc.date | 2019-10 |
dc.date | 2019-09-26T11:30:55Z |
dc.date | info:eu-repo/date/embargoEnd/2020-10-31 |
dc.identifier.citation | 0020-7160 |
dc.identifier.citation | 684852 |
dc.identifier.uri | http://hdl.handle.net/2445/141003 |
dc.format | 22 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | Gordon and Breach Science Publishers |
dc.relation | Versió postprint del document publicat a: https://doi.org/10.1080/00207160.2018.1447666 |
dc.relation | International Journal of Computer Mathematics, 2019, vol. 96, num. 11, p. 2135-2156 |
dc.relation | https://doi.org/10.1080/00207160.2018.1447666 |
dc.rights | (c) Gordon and Breach Science Publishers, 2019 |
dc.rights | info:eu-repo/semantics/embargoedAccess |
dc.subject | Risc (Economia) |
dc.subject | Valor (Economia) |
dc.subject | Anàlisi factorial |
dc.subject | Transformacions de Fourier |
dc.subject | Risk |
dc.subject | Value (Economics) |
dc.subject | Factor analysis |
dc.subject | Fourier transformations |
dc.title | Quantifying credit portfolio losses under multi-factor models |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/acceptedVersion |
dc.description.abstract |