Mathematical methods for the efficient assessment of market and credit risk
von Oliver Reiß
| Year of publication: |
2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Reiß, Oliver (contributor) |
| Institutions: | Universität Kaiserslautern / Fachbereich Mathematik (contributor) |
| Subject: | Cholesky | CreditRisk+ | Portfolio-Management | Portfolio selection | Risiko | Risk | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Fourier-Analyse | Fourier analysis | Kreditmarkt | Value at Risk | Portfolio Selection | Mathematische Methode |
| Extent: | Online-Ressource, 145 p. = 969 KB, text ill |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Kaiserslautern, Techn. Univ., Diss, 2003 |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001820960