Modeling portfolio credit risk
Year of publication: |
2008
|
---|---|
Authors: | Ramaswamy, Srichander |
Published in: |
Valuation, financial modeling, and quantitative tools. - Hoboken, NJ : Wiley, ISBN 978-0-470-07816-7. - 2008, p. 183-192
|
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection |
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