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Credit and interest rate risk

Kiesel, Rüdiger, Perraudin, William and Taylor, Alex. P (2002) Credit and interest rate risk. In: Dempster, Michael Alan Howarth, (ed.) Risk Management: Value at Risk and Beyond. Cambridge University Press, Cambridge; New York, pp. 129-144. ISBN 9780521781800

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Item Type: Book Section
Official URL: http://www.cambridge.org
Additional Information: © 2002 Cambridge University Press
Library of Congress subject classification: H Social Sciences > HG Finance
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 17 Oct 2008 14:12
URL: http://eprints.lse.ac.uk/11304/

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