The pricing of portfolio credit risk

Author(s)

Bibliographic Information

The pricing of portfolio credit risk

by Nikola Tarashev and Haibin Zhu

（BIS working papers, no. 214）

Bank for International Settlements, c2006

  • : print

Available at  / 1 libraries

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Note

"Monetary and Economic Department"

"September 2006"

Includes bibliographical references (p. 21-22)

Related Books： 1-1 of 1

Details

  • NCID
    BB14877951
  • Country Code
    sz
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Basel
  • Pages/Volumes
    36 p.
  • Size
    30 cm
  • Parent Bibliography ID
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