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The VAR Implementation Handbook, Chapter 7 - Explaining Cross-Sectional Differences in Credit Default Swap Spreads: An Alternative Approach Using Value at Risk

Download or Read eBook The VAR Implementation Handbook, Chapter 7 - Explaining Cross-Sectional Differences in Credit Default Swap Spreads: An Alternative Approach Using Value at Risk PDF written by Greg N. Gregoriou and published by McGraw Hill Professional. This book was released on 2009-02-19 with total page 26 pages. Available in PDF, EPUB and Kindle.
The VAR Implementation Handbook, Chapter 7 - Explaining Cross-Sectional Differences in Credit Default Swap Spreads: An Alternative Approach Using Value at Risk
Author :
Publisher : McGraw Hill Professional
Total Pages : 26
Release :
ISBN-10 : 9780071732666
ISBN-13 : 0071732667
Rating : 4/5 (66 Downloads)

Book Synopsis The VAR Implementation Handbook, Chapter 7 - Explaining Cross-Sectional Differences in Credit Default Swap Spreads: An Alternative Approach Using Value at Risk by : Greg N. Gregoriou

Book excerpt: The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.


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The VAR Implementation Handbook, Chapter 7 - Explaining Cross-Sectional Differences in Credit Default Swap Spreads: An Alternative Approach Using Value at Risk
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