Multivariate Modellierung operationeller Risiken in Kreditinstituten
Verena Bayer. Mit einem Geleitw. von Martin Kukuk
| Year of publication: |
2012 ; 1. Aufl.
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|---|---|
| Authors: | Bayer, Verena |
| Other Persons: | Kukuk, Martin (contributor) |
| Publisher: |
Wiesbaden : Gabler |
| Subject: | Bankrisiko | Bank risk | Operationelles Risiko | Operational risk | Multivariate Analyse | Multivariate analysis | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Multivariate Verteilung | Multivariate distribution | Ausreißer | Outliers | Simulation | Theorie | Theory | Schätzung | Estimation | Welt | World | Bank | Risikomanagement | Verlustverteilung | Extremwertverteilung |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XXII, 222 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | German |
| Thesis: | Zugl.: Würzburg, Univ., Diss., 2011 |
| ISBN: | 3-8349-3407-0 ; 978-3-8349-3407-9 |
| Classification: | Banken, Versicherungen ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009505637