Change search
ReferencesLink to record
Permanent link

Direct link
Analysis of the IRB asset correlation coefficient with an application to a credit portfolio
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Applied Mathematics.
2013 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2013. , 43 p.
U.U.D.M. project report, 2013:28
National Category
Mathematical Analysis
URN: urn:nbn:se:uu:diva-211641OAI: diva2:667747
Subject / course
Mathematics (HGO)
Available from: 2013-11-27 Created: 2013-11-27 Last updated: 2013-11-27Bibliographically approved

Open Access in DiVA

fulltext(664 kB)1569 downloads
File information
File name FULLTEXT01.pdfFile size 664 kBChecksum SHA-512
Type fulltextMimetype application/pdf

By organisation
Analysis and Applied Mathematics
Mathematical Analysis

Search outside of DiVA

GoogleGoogle Scholar
Total: 1569 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 551 hits
ReferencesLink to record
Permanent link

Direct link