Integrating market and credit risk in fixed income portfolios

Advances in Portfolio Construction and Implementation

Volumn , Issue , 2003, Pages 215-242

  Gil, Alla ^a   Polyakov, Yuri ^a  

^a Strategic Risk Analytics and Modelling Group   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 17944379949     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1016/B978-075065448-7.50010-0     Document Type: Chapter

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