Credit portfolio management
: a mark-to-market portfolio loss model

  • Martin van Jole

Student thesis: Master

Abstract

Date of Award31 Aug 2007
Original languageEnglish
SupervisorOnno J. Boxma (Supervisor 1), Johan S.H. van Leeuwaarden (Supervisor 2) & Mâcé Mesters (External coach)

Cite this

Credit portfolio management: a mark-to-market portfolio loss model
van Jole, M. (Author). 31 Aug 2007

Student thesis: Master