Credit Risk Management in Absence of Financial and Market Data
Credit risk management is a significant fragment in financial institutions' security precautions against the downside of their investments. A major quandary within the subject of credit risk is the modeling of simultaneous defaults. Globalization causes economises to be affected by innumerous e...
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2016
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-188800 |