Credit risk portfolio modeling: an overview
Year of publication: |
2005
|
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Authors: | Overbeck, Ludger |
Published in: |
Risk management : challenge and opportunity ; with 125 tables. - Berlin : Springer, ISBN 3-540-22682-6. - 2005, p. 197-217
|
Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection |
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