Modeling correlated market and credit risk in fixed income portfolios
- 1 March 2002
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 26 (2-3) , 347-374
- https://doi.org/10.1016/s0378-4266(01)00226-6
Abstract
No abstract availableThis publication has 18 references indexed in Scilit:
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