Integrated market and credit portfolio models : risk measurement and computational aspects
Peter Grundke. With a forew. by Thomas Hartmann-Wendels
| Year of publication: |
2008 ; 1. Aufl.
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|---|---|
| Authors: | Grundke, Peter |
| Publisher: |
Wiesbaden : Gabler |
| Subject: | Importance Sampling Techniques for the Fourier-Based Approach | Bankrisiko | Bank risk | Risikomanagement | Risk management | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Analysis | Mathematical analysis | Theorie | Theory | Bank |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XXIV, 188 S. graph. Darst. 210 mm x 148 mm |
|---|---|
| Series: | Neue betriebswirtschaftliche Forschung : Nbf. - Wiesbaden : Gabler, ISSN 0175-8802, ZDB-ID 552571-8. - Vol. Band 361 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | Zugl.: Köln, Univ., Habil.-Schr., 2006 |
| Notes: | Bibliography S. [167] - 188 |
| ISBN: | 3-8349-0875-4 ; 978-3-8349-0875-9 |
| Classification: | Banken, Versicherungen ; Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003631757