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Credit Valuation Adjustment, Risk Capital Charge under Basel III

Silén, Anna and Carlsson, Johanna (2012) FMS820 20121
Mathematical Statistics
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author
Silén, Anna and Carlsson, Johanna
supervisor
organization
course
FMS820 20121
year
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},
}