Worst-Case Analysen des Ausfallrisikos eines Portfolios aus marktabhängigen Finanzderivaten
von Jörn Barth
| Year of publication: |
2002
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|---|---|
| Authors: | Barth, Jörn |
| Published in: |
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen. - Stuttgart : Schäffer-Poeschel, ISBN 3-7910-2054-4. - 2002, p. 115-156
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| Subject: | Derivat | Derivative | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Eigenkapital | Equity capital | Finanzmarkt | Financial market | Szenariotechnik | Scenario analysis | Stochastischer Prozess | Stochastic process | Swap | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | German |
| Notes: | In: Kreditrisikomanagement |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001720335