A new risk indicator and stress testing tool [electronic resource] : a multifactor Nth-to-Default CDS basket / prepared by Renzo G. Avesani, Antonio Garc�ia Pascal, and Jing Li.
Series: IMF working paper ; WP/06/105.Publication details: [Washington, D.C.] : International Monetary Fund, c2006.Description: 23 pSubject(s): Genre/Form: LOC classification:- HD61 .A84 2006eb
| Item type | Current library | Call number | URL | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|---|
E-Book
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Strathmore University (Main Library) Online Resource | Link to resource | Not for loan |
"April 2006".
Includes bibliographical references.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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