Credit and interest rate risk
Year of publication: |
2002
|
---|---|
Authors: | Kiesel, Rudiger ; Perraudin, William R. M. ; Taylor, Alex |
Published in: |
Risk management : value at risk and beyond. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-78180-9. - 2002, p. 129-144
|
Subject: | Zinsrisiko | Interest rate risk | Zins | Interest rate | Kreditrisiko | Credit risk | Theorie | Theory |
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