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~person:"Martin, R. Douglas"
~person:"Wang, Dezhong"
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Risk assessment : decisions in banking and finance
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Stable ETL optimal portfolios and extreme risk management
Račev, Svetlozar T.
;
Martin, R. Douglas
;
Racheva, Borjana
- In:
Risk assessment : decisions in banking and finance
,
(pp. 235-262)
.
2008
Persistent link: https://www.econbiz.de/10003781774
Saved in:
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Pricing tranches of a CDO and a CDS index : recent advances and furture research
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Risk assessment : decisions in banking and finance
,
(pp. 263-286)
.
2008
Persistent link: https://www.econbiz.de/10003781791
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