Estimating a Covariance Matrix for Market Risk Management and the Case of Credit Default Swaps
Year of publication: |
2018
|
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Authors: | Neuberg, Richard |
Other Persons: | Glasserman, Paul (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kreditderivat | Credit derivative | Risikomanagement | Risk management | Kreditrisiko | Credit risk |
Extent: | 1 Online-Ressource (29 p) |
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Series: | Columbia Business School Research Paper ; No. 16-39 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 9, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.2782107 [DOI] |
Classification: | c58 ; G20 - Financial Institutions and Services. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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