An asset allocation problem with credit derivatives
Year of publication: |
2008
|
---|---|
Authors: | Menoncin, Francesco |
Published in: |
The credit derivatives handbook : global perspectives, innovations, and market drivers. - New York [u.a.] : McGraw-Hill, ISBN 978-0-07-154952-3. - 2008, p. 337-360
|
Subject: | Portfolio-Management | Portfolio selection | Derivat | Derivative | Kreditrisiko | Credit risk | Kreditsicherung | Collateral | Theorie | Theory |
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