Credit Risk Management In and Out of the Financial Crisis
... J., and N. Saperia. aCredit Event Auction Primer. ... aTrading Credit Default Swaps via Interdealer Brokers, a journal of Financial Services Research (2007)32, no. ... aquot;CreditMetricsaTechnical Document, RiskMetricsaTechnical Document.
| Title | : | Credit Risk Management In and Out of the Financial Crisis |
| Author | : | Anthony Saunders, Linda Allen |
| Publisher | : | John Wiley & Sons - 2010-04-16 |
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