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Portfolio credit risk modelling with heavy-tailed risk factors

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Notes: München, Techn. Univ., Diss., 2006

Keyword: Kreditrisiko
Portfolio-Management
Risikomanagement
Multivariate Verteilung
Risiko
Statistische Verteilung
Theorie
Kreditrisiko
Portfolio Selection
Risikomanagement
Kopula
Risiko
Wahrscheinlichkeitsverteilung

Creator: Kostadinov, Krassimir Kolev

URN: urn:nbn:de:bvb:91-diss20060323-0818217649

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:49 PM CET

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Kostadinov, Krassimir Kolev

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Portfolio credit risk modelling with heavy-tailed risk factors

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Other Objects (12)

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