Numerical techniques for determining portfolio credit risk
Year of publication: |
2004
|
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Authors: | Merino, Sandro ; Nyfeler, Mark |
Published in: |
CreditRisk+ in the banking industry. - Berlin : Springer, ISBN 978-3-540-20738-2. - 2004, p. 279-309
|
Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Theorie | Theory |
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