Essays on risk management of financial institutions : systematic risk, cross-sectional pricing of risk factors, parameter errors affecting risk measures, and credit decisions under parameter uncertainty
von Arndt Claußen
| Year of publication: |
2015
|
|---|---|
| Authors: | Claußen, Arndt |
| Subject: | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Risikomaß | Risk measure | Systemrisiko | Systemic risk | Modellierung | Scientific modelling | Theorie | Theory | Schätzung | Estimation | USA | United States | 2004-2010 |
| Description of contents: |
Credit risk, systematic risk, parameter uncertainty. - Kreditrisiko, systematische Risiken, Parameterunsicherheit
Table of Contents [gbv.de]
|
| Extent: | V, 144 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Hannover, Univ., Diss., 2015 |
| Notes: | Zusammenfassung in deutscher Sprache |
| Classification: | Geld, Inflation, Kapitalmarkt ; Banken, Versicherungen |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011411507