The Pricing of Unexpected Credit Losses
Author:
Publisher
Elsevier BV
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1. References;Financial Risk Management;2015-09-19
2. Discovering the impact of systemic and idiosyncratic risk factors on credit spread of corporate bond within the framework of intelligent knowledge management;Annals of Operations Research;2014-09-19
3. The Price of Risk in Sovereign Latin-American Debt: A Term-Structure Perspective;SSRN Electronic Journal;2013
4. Uncertainty Economics;Engineering Risk and Finance;2012-12-26
5. Multi-Name and Structured Credit Risk Portfolios;Risk Finance and Asset Pricing;2011-12-06
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