Rethinking Economic Capital Management Through the Integrated Derivative-Based Treatment of Interest Rate and Credit Risk

AuthID
 P-014-85W
2
Author(s)
Gubareva, M
·
Document Type
Article
Year published
2017
Published
in Annals of Operations Research, ISSN: 0254-5330
Volume: 266, Issue: 1-2, Pages: 71-100
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ISSN: 0254-5330
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