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Credit Valuation Adjustment, Risk Capital Charge under Basel III

Silén, Anna and Carlsson, Johanna (2012) In Master's Theses in Mathematical Sciences FMS820 20121
Mathematical Statistics
Please use this url to cite or link to this publication:
author
Silén, Anna and Carlsson, Johanna
supervisor
organization
course
FMS820 20121
year
type
H2 - Master's Degree (Two Years)
subject
publication/series
Master's Theses in Mathematical Sciences
report number
LUTFMS-3190-2012
ISSN
1404-6342
other publication id
2012:E16
language
English
id
2856020
date added to LUP
2012-06-27 11:58:02
date last changed
2024-10-23 16:25:14
@misc{2856020,
  author       = {{Silén, Anna and Carlsson, Johanna}},
  issn         = {{1404-6342}},
  language     = {{eng}},
  note         = {{Student Paper}},
  series       = {{Master's Theses in Mathematical Sciences}},
  title        = {{Credit Valuation Adjustment, Risk Capital Charge under Basel III}},
  year         = {{2012}},
}