Credit risk measurement : new approaches to value at risk and other paradigms
Year of publication: |
2002 ; 2. ed.
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Authors: | Saunders, Anthony ; Allen, Linda |
Publisher: |
New York : Wiley |
Subject: | Kreditrisiko | Risiko | Messung | Value at Risk |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Optionsbewertung und Risikomessung mit impliziten Binomialbäumen
Neumann, Marco, (1999)
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Credit risk measurement : new approaches to value at risk and other paradigms
Saunders, Anthony, (1999)
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Risikomanagement für Markt-, Kredit- und operative Risiken
Johanning, Lutz, (2000)
- More ...
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Incorporating systemic influences into risk measurements: A survey of the literature
Allen, Linda, (2002)
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A survey of cyclical effects in credit risk measurement models
Allen, Linda, (2002)
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Issues in the Credit Risk Modeling of Retail Markets
Allen, Linda, (2003)
- More ...