Measuring and Managing Credit Risk : Quantitative Approaches for Default Risk/Data Analysis and Models for Loss Distrubutions/Unique Strategies for Bank Capital Allocation and Securitization

De Servigny, Arnaud; Renault, Olivier; Servigny, Arnaud De

ISBN 10: 0071417559 ISBN 13: 9780071417556
Published by McGraw Hill, 2004
Language: English
Condition: New Hardcover

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