IUKL Library

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A new risk indicator and stress testing tool [electronic resource] : a multifactor Nth-to-Default CDS basket / prepared by Renzo G. Avesani, Antonio Garc�ia Pascal, and Jing Li.

by Avesano, Renzo G | Pascal, Antonio Garc�ia | Li, Jing | ebrary, Inc.

Material type: book Book; Format: electronic available online remote; Literary form: Not fiction Publisher: [Washington, D.C.] : International Monetary Fund, c2006Online access: An electronic book accessible through the World Wide Web; click to view Availability: No items available
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A new risk indicator and stress testing tool [electronic resource] : a multifactor Nth-to-Default CDS basket / prepared by Renzo G. Avesani, Antonio Garc�ia Pascal, and Jing Li.

by Avesano, Renzo G | Pascal, Antonio Garc�ia | Li, Jing | ebrary, Inc.

Material type: book Book; Format: electronic available online remote; Literary form: Not fiction Publisher: [Washington, D.C.] : International Monetary Fund, c2006Online access: An electronic book accessible through the World Wide Web; click to view Availability: Items available for loan: IUKL Library (1).
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