Measuring credit risk: The credit migration approach extended for credit derivatives

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作者：

Crouhy, M

Im, J

Nudelman, G

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来源：

RISK MANAGEMENT: THE STATE OF THE ART | 2002年 / 8卷

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F8 [财政、金融];

学科分类号：

0202 ;

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页码：87 / 110

页数：24

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