The limits of granularity adjustments
Jean-David Fermanian
| Year of publication: |
2014
|
|---|---|
| Authors: | Fermanian, Jean-David |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 45.2014, p. 9-25
|
| Subject: | Credit portfolio model | Granularity adjustment | Value-at-risk | Fourier Transform | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Risikomaß | Risk measure | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010466685