On the simulation of portfolios of interest rate and credit risk sensitive securities (Q1887920)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the simulation of portfolios of interest rate and credit risk sensitive securities |
scientific article |
Statements
On the simulation of portfolios of interest rate and credit risk sensitive securities (English)
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22 November 2004
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Credit risk
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Default risk
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Simulation
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Integrated product management
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