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Munich Personal RePEc Archive

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Number of items: 2.

17 January 2011

Yavin, Tzahi and Zhang, Hu and Wang, Eugene and Clayton, Michael (2011): Transition Probability Matrix Methodology for Incremental Risk Charge.

18 February 2013

Han, Meng and He, Yeqi and Zhang, Hu (2013): A Note on Discounting and Funding Value Adjustments for Derivatives.

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