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Modeling correlated market and credit risk in fixed income portfolios

✍ Scribed by Theodore M. Barnhill Jr; William F. Maxwell

Book ID: 117528365
Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 164 KB
Volume: 26
Category: Article
ISSN: 0378-4266
DOI: 10.1016/s0378-4266(01)00226-6

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