Credit and interest rate risk
Kiesel, R., Perraudin, W. & Taylor, A. P.
(2002).
Credit and interest rate risk.
In
Dempster, M. A. H.
(Ed.),
Risk Management: Value at Risk and Beyond
(pp. 129-144).
Cambridge University Press.
| Item Type | Chapter |
|---|---|
| Copyright holders | © 2002 Cambridge University Press |
| Departments | LSE |
| Date Deposited | 17 Oct 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/11304 |