Hochschulschrift
Dependencies of extreme events in finance : modelling, statistics and data analysis
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Maße
-
30 cm
- Umfang
-
IV, 217 S.
- Sprache
-
Englisch
- Anmerkungen
-
graph. Darst.
Ulm, Univ., Diss., 2003
- Klassifikation
-
Wirtschaft
Mathematik
- Schlagwort
-
Kreditrisiko
Portfolio-Management
Ausreißer
Multivariate Analyse
Theorie
Portfolio Selection
Kreditrisiko
Extremwertstatistik
Multivariate Analyse
Kreditrisiko
Portfolio Selection
Extremwertstatistik
Multivariate Analyse
- Urheber
-
Schmidt, Rafael
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 14:08 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Objekttyp
- Hochschulschrift
Beteiligte
- Schmidt, Rafael
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