مرکز منطقه ای اطلاع رساني علوم و فناوري - Modeling correlated market and credit risk in fixed income portfolios

Title of article :

Modeling correlated market and credit risk in fixed income portfolios

Author/Authors :

Theodore M. Barnhill Jr.، نويسنده , , William F. Maxwell، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

347

To page :

374

Keywords :

Interest rate risk , Market risk , value at risk , credit risk , Exchange rate risk

Journal title :

Journal of Banking and Finance

Serial Year :

2002

Journal title :

Journal of Banking and Finance

Record number :

193345

Link To Document :