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
| 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/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/11304/ |
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