Credit portfolio risk and asset price cycles
Year of publication: |
2008
|
---|---|
Authors: | Rheinberger, Klaus ; Summer, Martin |
Published in: |
Computational Management Science. - Springer. - Vol. 5.2008, 4, p. 337-354
|
Publisher: |
Springer |
Subject: | Credit risk | Quantitative risk management | Integration of market and credit risk |
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