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| Chapter title |
Default Probability, Loss Given Default, and Credit Portfolio Models
|
|---|---|
| Chapter number | 7 |
| Book title |
XVA Desks — A New Era for Risk Management
|
| Published by |
Palgrave Macmillan, London, January 2015
|
| DOI | 10.1057/9781137448200_7 |
| Book ISBNs |
978-1-349-68622-3, 978-1-137-44820-0
|
| Authors |
Ignacio Ruiz, Ruiz, Ignacio |