Credit and interest rate risk
Kiesel, Rüdiger; Perraudin, William; and Taylor, Alex. P
(2002)
Credit and interest rate risk.
In:
Risk Management: Value at Risk and Beyond.
Cambridge University Press, Cambridge; New York, pp. 129-144.
ISBN 9780521781800
| Item Type | Chapter |
|---|---|
| Departments | LSE |
| Date Deposited | 17 Oct 2008 14:12 |
| URI | https://researchonline.lse.ac.uk/id/eprint/11304 |