Portfolio credit risk : top-down versus bottom-up approaches
Year of publication: |
2009
|
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Authors: | Giesecke, Kay |
Published in: |
Frontiers in quantitative finance : volatility and credit risk modeling. - Hoboken, N.J. [u.a.] : Wiley, ISBN 978-0-470-29292-1. - 2009, p. 251-267
|
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection |
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