Skip to main content
TudRepo
Research repository
Education Repository
Cultural Heritage
About
·
How to search
·
How to upload
Include full text
Search results
Back
Searched for: +
(1 - 1 of 1)
Document type
Date
List view
Grid view
Print
Email
export CSV
export Excel
document
Computation of VaR and VaR Contribution in the Vasicek portfolio credit loss model: A comparative study
Huang, X. (author), Oosterlee, C.W. (author), Mesters, M.A.M. (author)
report 2007