Credit Valuation Adjustment, Risk Capital Charge under Basel III
(2012) FMS820 20121Mathematical Statistics
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/2856020
- author
- Silén, Anna and Carlsson, Johanna
- supervisor
- organization
- course
- FMS820 20121
- year
- 2012
- type
- H2 - Master's Degree (Two Years)
- subject
- language
- English
- id
- 2856020
- date added to LUP
- 2012-06-27 11:58:02
- date last changed
- 2012-06-27 11:58:02
@misc{2856020, author = {{Silén, Anna and Carlsson, Johanna}}, language = {{eng}}, note = {{Student Paper}}, title = {{Credit Valuation Adjustment, Risk Capital Charge under Basel III}}, year = {{2012}}, }