Hochschulschrift
Credit portfolio risk : modelling, estimation and backtesting
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
Mannheim, Univ., Diss., 2008
- Schlagwort
-
Kreditrisiko ; Kalman-Filter
- Urheber
- URN
-
urn:nbn:de:bsz:180-madoc-23451
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:50 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Hochschulschrift
Beteiligte
Ähnliche Objekte (12)
Modelling correlations in portfolio credit risk
Modelling Correlations in Portfolio Credit Risk
Modelling correlations in credit portfolio risk II
Modelling correlations in credit portfolio risk II
Portfolio credit risk modelling with heavy-tailed risk factors
A hierarchical Archimedean copula for portfolio credit risk modelling
A hierarchical Archimedean copula for portfolio credit risk modelling
Forecasting Credit Portfolio Risk
Forecasting credit portfolio risk
On portfolio risk estimation
Incorporating prediction and estimation risk in point-in-time credit portfolio models
Incorporating prediction and estimation risk in point-in-time credit portfolio models
Modelling correlations in portfolio credit risk
Modelling Correlations in Portfolio Credit Risk
Modelling correlations in credit portfolio risk II
Modelling correlations in credit portfolio risk II
Portfolio credit risk modelling with heavy-tailed risk factors
A hierarchical Archimedean copula for portfolio credit risk modelling
A hierarchical Archimedean copula for portfolio credit risk modelling
Forecasting Credit Portfolio Risk
Forecasting credit portfolio risk
On portfolio risk estimation
Incorporating prediction and estimation risk in point-in-time credit portfolio models
Incorporating prediction and estimation risk in point-in-time credit portfolio models
Modelling correlations in portfolio credit risk
Modelling Correlations in Portfolio Credit Risk
Modelling correlations in credit portfolio risk II
Modelling correlations in credit portfolio risk II
Portfolio credit risk modelling with heavy-tailed risk factors
A hierarchical Archimedean copula for portfolio credit risk modelling
A hierarchical Archimedean copula for portfolio credit risk modelling
Forecasting Credit Portfolio Risk
Forecasting credit portfolio risk
On portfolio risk estimation
Incorporating prediction and estimation risk in point-in-time credit portfolio models