CVaR and credit risk measurement

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Date: 2013-01-16 21:50:21 Mathematical finance Economics Finance RiskMetrics Modern portfolio theory Credit risk Expected shortfall Risk Merton Model Financial risk Actuarial science Financial economics		CVaR and credit risk measurement Add to Reading List Source URL: www.mssanz.org.au Download Document from Source Website File Size: 401,39 KB Share Document on Facebook

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