A new framework for the evaluation of market and credit risk
Philip Kokic, Jens Breckling and Ernst Eberlein
| Year of publication: |
2000
|
|---|---|
| Authors: | Kokic, Philip ; Breckling, Jens ; Eberlein, Ernst |
| Published in: |
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops. - Heidelberg : Physica-Verl., ISBN 3-7908-1284-6. - 2000, p. 51-67
|
| Subject: | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
| Extent: | Ill |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Datamining und computational finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001484266