Integrating market and credit risk: A simulation and optimisation perspective
Year of publication: |
2006
|
---|---|
Authors: | Jobst, Norbert J. ; Mitra, Gautam ; Zenios, Stavros A. |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 30.2006, 2, p. 717-742
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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