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    1 research outputs found

    Integration of Credit and Market Risk

    Author
    1. Basel
    2. Bluhm
    3. Canobarro
    4. Cherubini
    5. Credit
    6. CreditMetrics
    7. Crouhy
    8. Crouhy
    9. Embrechts
    10. Finger
    11. Frees
    12. Frey
    13. Frey
    14. Frye
    15. Gordy
    16. Gordy
    17. Hull
    18. ISDA
    19. Kealhofer
    20. Kealhofer
    21. Li
    22. Li
    23. Mashal
    24. Merton
    25. Nelson
    26. Ong
    27. Overbeck
    28. Overbeck
    29. Sklar
    30. Sklar
    31. Wang
    32. Zhou
    Publication venue
    'Elsevier BV'
    Publication date
    01/01/2006
    Field of study
    No full text
    Crossref
    corecore

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