Modelling correlations in portfolio credit risk
Bernd Rosenow, Rafael Weißbach and Frank Altrock
| Year of publication: |
2004
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|---|---|
| Authors: | Rosenow, Bernd ; Weißbach, Rafael ; Altrock, Frank |
| Publisher: |
Dortmund : Univ., SFB 475 |
| Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Theorie | Theory | Korrelation | Correlation |
| Extent: | 11 S graph. Darst |
|---|---|
| Series: | Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund. - Dortmund, ZDB-ID 2140377-6. - Vol. 2004,5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.sfb475.uni-dortmund.de/berichte/tr05-04.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001981788