Advanced financial risk management : tools and techniques for integrated credit risk and interest rate risk management

Van Deventer, Donald R.

Advanced financial risk management : tools and techniques for integrated credit risk and interest rate risk management - - Singapore John Wiley, 2005 - ix,668 p. 23.5 cm - .

0-470-82126-4


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Risk management-Matehmatical models
Interest rate-Management-Matehmatical models
Credit -Management-Mathematical models

332.7:519.28 Van

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