Tests on the accuracy of Basel II

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Varotto, S. orcid id iconORCID: https://orcid.org/0000-0001-5328-5327 (2008) Tests on the accuracy of Basel II. In: Wagner, N. (ed.) Credit risk: models, derivatives, and management. Financial Mathematics Series (6). Chapman & Hall/CRC. ISBN 9781584889946

Additional Information Series editors: M.A.H. Dempster, Rama Cont
Item Type Book or Report Section
URI https://reading-clone.eprints-hosting.org/id/eprint/20463
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Additional Information Series editors: M.A.H. Dempster, Rama Cont
Publisher Chapman & Hall/CRC
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