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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.
Series
U.U.D.M. project report, 2013:28
National Category
Mathematical Analysis
Identifiers
URN: urn:nbn:se:uu:diva-211641OAI: oai:DiVA.org:uu-211641DiVA: diva2:667747
Subject / course
Mathematics (HGO)
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Available from: 2013-11-27 Created: 2013-11-27 Last updated: 2013-11-27Bibliographically approved

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8dea4e543f71ba8d324247470f7545d70186cab852e5b30ce68866b99d51c813a9d18acc28a2cd7aa159792a3df0b2e671e5b401a5725e9b4a91a2c685a965a9
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CiteExportLink to record
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