Portfolio approach to counterparty credit risk modelling

dc.contributorAalto Universityen
dc.contributorAalto-yliopistofi
dc.contributor.advisorLiesiö, Juuso
dc.contributor.authorNykänen, Sini
dc.contributor.departmentTieto- ja palvelujohtamisen laitosfi
dc.contributor.schoolKauppakorkeakoulufi
dc.contributor.schoolSchool of Businessen
dc.date.accessioned2023-05-14T16:02:08Z
dc.date.available2023-05-14T16:02:08Z
dc.date.issued2023
dc.format.extent48
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/120751
dc.identifier.urnURN:NBN:fi:aalto-202305143089
dc.language.isoenen
dc.locationP1 Ifi
dc.programmeInformation and Service Management (ISM)en
dc.subject.keywordportfolio credit risken
dc.subject.keywordcounterparty credit risken
dc.subject.keywordrisk managementen
dc.subject.keywordrisk modellingen
dc.titlePortfolio approach to counterparty credit risk modellingen
dc.titleVastapuoliriskimallinnus salkkutasollafi
dc.typeG2 Pro gradu, diplomityöfi
dc.type.ontasotMaster's thesisen
dc.type.ontasotMaisterin opinnäytefi
local.aalto.electroniconlyyes
local.aalto.openaccessno
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