Explaining the correlation in Basel II: derivation and evaluation
Christian Bluhm; Ludger Overbeck
| Year of publication: |
2005
|
|---|---|
| Authors: | Bluhm, Christian ; Overbeck, Ludger |
| Published in: |
The Basel handbook : a guide for financial practitioners. - London : Risk Books, ISBN 1-904339-18-2. - 2005, p. 15-30
|
| Subject: | Derivat | Derivative | Basler Akkord | Basel Accord | Korrelation | Correlation |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003287245