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Sensitivity Analysis of a Default Time Model for Credit Risk Portfolio Management

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Abella Muñoz, Rebeca and Armero Huertas, Ismael and Ivorra, Benjamin and Ramos del Olmo, Ángel Manuel (2010) Sensitivity Analysis of a Default Time Model for Credit Risk Portfolio Management. Prepublicaciones del Departamento de Matemática Aplicada (16). p. 43. (Submitted)

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Official URL: http://www.mat.ucm.es/deptos/ma/prepublicaciones/2010/2010-16p.pdf






Item Type:Article
Subjects:Sciences > Mathematics > Operations research
Social sciences > Economics > Econometrics
ID Code:29146
Deposited On:11 Mar 2015 10:02
Last Modified:12 Dec 2018 15:07

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