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

被引：0
|
作者：
Crouhy, M
Im, J
Nudelman, G
机构：
来源：
RISK MANAGEMENT: THE STATE OF THE ART | 2002年 / 8卷
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中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
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页码：87 / 110
页数：24
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