Predicting and hedging credit portfolio risk with macroeconomic factors
By: Tobias Bär
Series: Finanzmanagement -- Bd. 6; Finanzmanagement -- Bd. 6.
Publisher: Kovac
Published: 2002
Place of publication: Hamburg
Language: eng
Number of pages: 251
ISBN-13: 9783830005988
Subjects: Credit; Management; Risk management
Notes: Frankfurt (Main), University, Thesis (doctoral), 2001.