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Identificativo | Martin04, |
Tipo di record |  |
Autore/i | Martin R |
Anno | 2004 |
Titolo | Credit Portfolio Modeling Handbook |
| paper |
Altre Informazioni | Credit Suisse First Boston, The Quantitative Credit Strategist, October 29 Web Download. |
Keywords separare key1:key2 |  |
Abstract | Primer material covering credit portfolio analysis including copulas, correlation, FFT, saddlepoint analysis, risk contribution, optimization, CVaR |
File documento allegato |  |
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Documento del gruppo di ricerca | No |
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